V-Lab
V-Lab
BIG Banc Split COR CL Shares APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:38.98% (+10.91%)

Analysis last updated: Saturday, May 18, 2024 at 04:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of BIG Banc Split COR CL Shares APARCH
paramt-stat
ω0.53519.45
α0.180814.59
β0.569915.46
γ0.42967.14
δ0.89699.83
Estimation Period:
Jun 26, 2020 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts