V-Lab: F5 Inc APARCH Volatility Analysis

V-Lab

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V-Lab

F5 Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.00% (-0.31%)

Analysis last updated: Monday, May 6, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0148	15.32
$α$	0.0208	13.08
$β$	0.9792	807.29
$γ$	0.8037	9.02
$δ$	1.1527	22.52

Estimation Period:
Jun 8, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts