V-Lab: APA Corp GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

APA Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.79% (-0.44%)

Analysis last updated: Thursday, May 9, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.5420	5.45
$α$	0.0456	44.19
$β$	0.9966	1808.77
$ν$	7	8.07

Estimation Period:
Jan 2, 1990 to May 3, 2024