V-Lab: Garmin Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Garmin Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.84% (-0.18%)

Analysis last updated: Friday, May 17, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0169	9.74
$α$	0.0345	15.86
$β$	0.9655	460.40
$γ$	0.1619	3.21
$δ$	0.6856	10.90

Estimation Period:
Dec 8, 2000 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts