V-Lab: Avery Dennison Corp APARCH Volatility Analysis

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V-Lab

Avery Dennison Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.53% (+0.32%)

Analysis last updated: Tuesday, April 30, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0254	20.61
$α$	0.0516	29.74
$β$	0.9484	508.54
$γ$	0.7552	22.98
$δ$	0.7805	21.38

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts