V-Lab: Southern Co/The APARCH Volatility Analysis

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V-Lab

Southern Co/The APARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:21.43% (+0.48%)

Analysis last updated: Friday, November 8, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0225	24.05
$α$	0.0769	37.54
$β$	0.9134	463.87
$γ$	0.1575	13.17
$δ$	1.7640	34.85

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts