V-Lab
AEP Industries Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, January 23rd, 2017:50.41% (-4.48%)
Analysis last updated: Monday, March 1, 2021 at 07:57 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1612 | 17.04 | |
| 0.2210 | 28.44 | |
| 0.9360 | 248.20 | |
| -0.0844 | -8.47 |
Estimation Period:
Jan 2, 1990 to Jan 20, 2017
Jan 2, 1990 to Jan 20, 2017
News Impact Curve
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