V-Lab
V-Lab
APA Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.77% (+1.55%)

Analysis last updated: Wednesday, May 1, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of APA Corp GJR-GARCH
paramt-stat
ω0.02489.28
α0.015813.53
β0.9598882.13
γ0.043613.64
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts