V-Lab
V-Lab
Eastman Chemical Co APARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:20.95% (-0.45%)

Analysis last updated: Wednesday, May 8, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eastman Chemical Co APARCH
paramt-stat
ω0.018612.92
α0.035617.95
β0.9635511.41
γ0.780314.80
δ1.079333.63
Estimation Period:
Dec 14, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts