V-Lab: Roadrunner Transportation Systems Inc APARCH Volatility Analysis

V-Lab

Roadrunner Transportation Systems Inc APARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:77.24% (+1.34%)

Analysis last updated: Friday, August 1, 2025 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1366	10.66
$α$	0.0621	8.89
$β$	0.9379	261.34
$γ$	0.3942	5.67
$δ$	1.7062	20.04

Estimation Period:
May 13, 2010 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts