VMware LLC APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 22nd, 2023):
1 Day
34.24%
1 Week
35.19%
1 Month
38.61%
Analysis last updated: Tuesday, November 21, 2023 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0691 | 8.51 | |
| 0.0966 | 14.15 | |
| 0.9034 | 135.33 | |
| 0.2759 | 4.20 | |
| 0.9511 | 11.49 |
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Aug 15, 2007 to Nov 17, 2023
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