V-Lab: American Electric Power Co Inc APARCH Volatility Analysis

V-Lab

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V-Lab

American Electric Power Co Inc APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.13% (+1.82%)

Analysis last updated: Friday, April 26, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0273	28.19
$α$	0.0757	37.43
$β$	0.9141	489.89
$γ$	0.2867	20.53
$δ$	1.5556	37.47

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts