01 / VISÃO GERAL
How much could the path vary?
2025-09-15 to 2026-10-19 · Apple · GARCH and observed volatility
2025-10-21a2026-10-26
Recent realized volatility is 15.99% annualized. The conditional GARCH estimate is 22.86% for the next session. Volatility estimates describe dispersion, not a price direction or validated interval.
02 / INDICADORES
Examine o resultado.
Indicadores calculados
| Indicador | Resultado | Definição / estado |
|---|---|---|
| Volatilidade GARCH da próxima sessão | 22.86 % annualized | GARCH(1,1); square root of conditional variance × 252 |
| 20-session realized volatility | 15.99 % annualized | Sample daily standard deviation × sqrt(252) |
| Daily return observations | 250 sessions | Completed adjusted-price returns |
| Forecast horizon | 5 sessions | Verified XNYS session calendar |
Recent realized volatility is 15.99% annualized. The conditional GARCH estimate is 22.86% for the next session. Volatility estimates describe dispersion, not a price direction or validated interval.
2025-09-15a2026-10-19
calculates this technical study from completed adjusted OHLCV sessions. Warm-up values remain unavailable; the indicator is descriptive, not a validated forecast.
2025-09-15a2026-10-19
calculates this technical study from completed adjusted OHLCV sessions. Warm-up values remain unavailable; the indicator is descriptive, not a validated forecast.
2025-09-15a2026-10-19
computes conversion/base high-low midpoints and the shifted technical cloud from observed adjusted OHLC prices. The leading spans are a technical display shift, not a calibrated price forecast; warm-up remains null.
Observed risk and performance measurements
| metric | symbol | value | unit | status |
|---|---|---|---|---|
| Annualized volatility | AAPL | 24.3111 | % | calculated |
| Historical VaR (signed return) | AAPL | -1.9766 | % | calculated |
| Expected shortfall (signed return) | AAPL | -3.4726 | % | calculated |
| Maximum drawdown | AAPL | -13.7985 | % | calculated |
| Skewness | AAPL | -0.4186 | dimensionless | calculated |
| Kurtosis | AAPL | 3.3247 | dimensionless | calculated |
| Ulcer | AAPL | 6.1012 | % | calculated |
| Period Return | AAPL | 45.4190 | % | calculated |
calculates daily-return risk and performance from the same completed source sessions. Volatility uses 252 sessions per year. VaR/expected-shortfall rows retain the library's signed-return convention; main risk cards show loss-positive values. Tracking error and information ratio retain daily units.
Complete FinanceToolkit technical indicator collection
| indicator | symbol | value | status | date |
|---|---|---|---|---|
| McClellan Oscillator | AAPL | 0.0186 | calculated | 2026-10-19 |
| Advancers - Decliners | AAPL | -1.0000 | calculated | 2026-10-19 |
| On-Balance Volume | AAPL | 1,468,454,500.0000 | calculated | 2026-10-19 |
| Accumulation/Distribution Line | AAPL | 756,099,016.3751 | calculated | 2026-10-19 |
| Chaikin Oscillator | AAPL | -27,972,954.6813 | calculated | 2026-10-19 |
| TRIN | AAPL | - | unavailable | 2026-10-19 |
| New Highs - New Lows | AAPL | 0.0000 | calculated | 2026-10-19 |
| Chaikin Money Flow | AAPL | -0.1622 | calculated | 2026-10-19 |
| Ease of Movement | AAPL | 11.3362 | calculated | 2026-10-19 |
| Negative Volume Index | AAPL | 1,150.0957 | calculated | 2026-10-19 |
| Positive Volume Index | AAPL | 1,264.4081 | calculated | 2026-10-19 |
| Money Flow Index | AAPL | 67.0511 | calculated | 2026-10-19 |
| Williams %R | AAPL | -23.3214 | calculated | 2026-10-19 |
| Aroon Indicator Up | AAPL | 71.4286 | calculated | 2026-10-19 |
| Aroon Indicator Down | AAPL | 14.2857 | calculated | 2026-10-19 |
| Commodity Channel Index | AAPL | 73.8004 | calculated | 2026-10-19 |
| Relative Vigor Index | AAPL | 0.5800 | calculated | 2026-10-19 |
| Force Index | AAPL | 24,445,330.7409 | calculated | 2026-10-19 |
| Ultimate Oscillator | AAPL | 43.0215 | calculated | 2026-10-19 |
| Percentage Price Oscillator | AAPL | 1.8917 | calculated | 2026-10-19 |
| Detrended Price Oscillator | AAPL | -1.2500 | calculated | 2026-10-19 |
| Average Directional Index | AAPL | 18.0352 | calculated | 2026-10-19 |
| Chande Momentum Oscillator | AAPL | 43.5932 | calculated | 2026-10-19 |
| Ichimoku Conversion Line | AAPL | 339.4250 | calculated | 2026-10-19 |
| Ichimoku Base Line | AAPL | 336.9800 | calculated | 2026-10-19 |
| Ichimoku Leading Span A | AAPL | 320.7275 | calculated | 2026-10-19 |
| Ichimoku Leading Span B | AAPL | 312.3656 | calculated | 2026-10-19 |
| Stochastic %K | AAPL | 76.6786 | calculated | 2026-10-19 |
| Stochastic %D | AAPL | 76.0519 | calculated | 2026-10-19 |
| MACD Line | AAPL | 4.1295 | calculated | 2026-10-19 |
| MACD Signal Line | AAPL | 3.9818 | calculated | 2026-10-19 |
| Relative Strength Index | AAPL | 61.1953 | calculated | 2026-10-19 |
| Balance of Power | AAPL | 0.3673 | calculated | 2026-10-19 |
| Awesome Oscillator | AAPL | 10.4044 | calculated | 2026-10-19 |
| Vortex Indicator VI+ | AAPL | 1.0738 | calculated | 2026-10-19 |
| Vortex Indicator VI- | AAPL | 0.8475 | calculated | 2026-10-19 |
| Elder Ray Bull Power | AAPL | 6.5177 | calculated | 2026-10-19 |
| Elder Ray Bear Power | AAPL | 0.6377 | calculated | 2026-10-19 |
| Rate of Change | AAPL | 4.1105 | calculated | 2026-10-19 |
| Choppiness Index | AAPL | 52.7329 | calculated | 2026-10-19 |
| Know Sure Thing | AAPL | 40.2643 | calculated | 2026-10-19 |
| Know Sure Thing Signal Line | AAPL | 46.0773 | calculated | 2026-10-19 |
| Simple Moving Average (SMA) | AAPL | 337.9200 | calculated | 2026-10-19 |
| Exponential Moving Average (EMA) | AAPL | 339.1811 | calculated | 2026-10-19 |
| Double Exponential Moving Average (DEMA) | AAPL | 343.0823 | calculated | 2026-10-19 |
| TRIX | AAPL | 0.1741 | calculated | 2026-10-19 |
| Triangular Moving Average | AAPL | 338.1027 | calculated | 2026-10-19 |
| Weighted Moving Average (WMA) | AAPL | 340.1395 | calculated | 2026-10-19 |
| Hull Moving Average (HMA) | AAPL | 344.3593 | calculated | 2026-10-19 |
| Kaufman Adaptive Moving Average (KAMA) | AAPL | 333.3192 | calculated | 2026-10-19 |
| Volume Weighted Average Price (VWAP) | AAPL | 338.4303 | calculated | 2026-10-19 |
| Parabolic SAR | AAPL | 331.7011 | calculated | 2026-10-19 |
| Pivot Point | AAPL | 343.9133 | calculated | 2026-10-19 |
| Pivot Point Resistance 1 | AAPL | 347.3667 | calculated | 2026-10-19 |
| Pivot Point Support 1 | AAPL | 340.0067 | calculated | 2026-10-19 |
| Fibonacci Retracement 50.0% | AAPL | 336.9800 | calculated | 2026-10-19 |
| Fibonacci Retracement 61.8% | AAPL | 334.3439 | calculated | 2026-10-19 |
| Bollinger Band Upper | AAPL | 346.7240 | calculated | 2026-10-19 |
| Bollinger Band Middle | AAPL | 337.9200 | calculated | 2026-10-19 |
| Bollinger Band Lower | AAPL | 329.1161 | calculated | 2026-10-19 |
| True Range | AAPL | 5.8800 | calculated | 2026-10-19 |
| Average True Range | AAPL | 6.6393 | calculated | 2026-10-19 |
| Supertrend | AAPL | 325.1297 | calculated | 2026-10-19 |
| Supertrend Trend Direction | AAPL | 1.0000 | calculated | 2026-10-19 |
| Keltner Channel Upper | AAPL | 352.4596 | calculated | 2026-10-19 |
| Keltner Channel Middle | AAPL | 339.1811 | calculated | 2026-10-19 |
| Keltner Channel Lower | AAPL | 325.9025 | calculated | 2026-10-19 |
| Donchian Channel Upper | AAPL | 348.1500 | calculated | 2026-10-19 |
| Donchian Channel Middle | AAPL | 336.9800 | calculated | 2026-10-19 |
| Donchian Channel Lower | AAPL | 325.8100 | calculated | 2026-10-19 |
The actual technicals controller collects all supported breadth, momentum, overlap and volatility indicators from observed adjusted OHLCV. Each latest value has its own calculated/unavailable state. Session volume is provider volume, not a fabricated order book.
Source and calculation coverage
| module | status | reason |
|---|---|---|
| ratios/models | unavailable | Financial statement ratios and DuPont require matching annual statement evidence; choose AQ06 for those calculations. |
| fixedincome | unavailable | No specific bond, coupon schedule or swaption market observations were supplied by this stock-market demonstration. Bond and swaption outputs are not invented. |
| economics | unavailable | No dated macro release/vintage dataset was selected. Market price returns are not substituted for economic releases. |
| portfolio/causal econometrics | unavailable | Portfolio optimization and causal research require explicit constraints, instruments and validation; this bounded demonstration does not imply those workflows ran. |
Unavailable measurements retain their specific missing evidence. A method being present in the library does not mean the required market inputs exist.
Measures that need additional evidence (4)
- ratios/models: Financial statement ratios and DuPont require matching annual statement evidence; choose AQ06 for those calculations.
- fixedincome: No specific bond, coupon schedule or swaption market observations were supplied by this stock-market demonstration. Bond and swaption outputs are not invented.
- economics: No dated macro release/vintage dataset was selected. Market price returns are not substituted for economic releases.
- portfolio/causal econometrics: Portfolio optimization and causal research require explicit constraints, instruments and validation; this bounded demonstration does not imply those workflows ran.
03 / FONTES E MÉTODO
Siga o raciocínio.
Método de cálculo
Public yfinance observations are requested through tomorrow because Yahoo's end date is exclusive.
Only verified completed XNYS sessions at selection time enter daily studies; incomplete current-day bars are excluded.
The selection date is fixed once in Africa/Tunis. The observed source cutoff is displayed separately.
methods receive observed input. Missing values are not filled or replaced with defaults.
Adjusted-close returns are descriptive provider-adjusted returns, not a point-in-time data-vintage backtest.
Evidências das fontes
- AAPL2026-10-19
Âmbito e revisão
This is a bounded public-data research demonstration; no transaction execution, accounts or customer records are used.
Sources may be delayed or revised. Current observations and provider licensing must be reviewed before commercial redistribution.
Narratives are generated deterministically from calculated evidence. No language model is claimed to have authored this run.
The short GARCH demonstration has no independent predictive-accuracy or interval-coverage validation.
A data de execução mantém-se fixa para esta seleção. As observações de mercado e os períodos de relato financeiro podem ser anteriores. As estimativas são cálculos de investigação, não preços futuros observados.