V-Lab: International Game Technology PLC APARCH Volatility Analysis

V-Lab

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V-Lab

International Game Technology PLC APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:32.03% (-1.03%)

Analysis last updated: Monday, May 20, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0573	10.59
$α$	0.0583	20.80
$β$	0.9364	300.70
$γ$	0.5700	18.50
$δ$	0.9824	21.85

Estimation Period:
Mar 26, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts