V-Lab: Berkshire Hathaway Inc APARCH Volatility Analysis

V-Lab

| |

V-Lab

Berkshire Hathaway Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:12.42% (-0.48%)

Analysis last updated: Wednesday, May 8, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0418	21.76
$α$	0.1141	29.41
$β$	0.8627	243.69
$γ$	0.2314	18.51
$δ$	2.0431	29.83

Estimation Period:
May 10, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts