V-Lab: Aprogen Biologics GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:74.29% (-4.90%)

Analysis last updated: Saturday, April 20, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5963	14.01
$α$	0.1269	37.77
$β$	0.8562	208.47

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts