V-Lab: SunEdison Inc APARCH Volatility Analysis

V-Lab

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V-Lab

SunEdison Inc APARCH Volatility Analysis

Volatility Prediction for Monday, January 1st, 2018:117.80% (+1.47%)

Analysis last updated: Saturday, December 30, 2017 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0714	8.77
$α$	0.0422	11.07
$β$	0.9578	301.67
$γ$	0.5347	9.64
$δ$	1.3488	21.48

Estimation Period:
Jul 13, 1995 to Dec 29, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts