V-Lab: Patterson Cos Inc APARCH Volatility Analysis

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V-Lab

Patterson Cos Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:25.69% (-0.47%)

Analysis last updated: Friday, May 17, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	10.68
$α$	0.0464	17.72
$β$	0.9536	338.05
$γ$	0.1538	2.94
$δ$	0.7451	11.10

Estimation Period:
Oct 28, 1992 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts