V-Lab: Aprogen Biologics Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:82.03% (+6.68%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7193	6.87
$α$	0.1532	8.00
$β$	0.7953	30.92
$γ_{1}$	0.1239	8.07
$γ_{2}$	-0.2196	-8.34
$γ_{3}$	0.1343	5.22
$γ_{4}$	-0.0487	-1.84
$γ_{5}$	0.0100	0.32
$γ_{6}$	0.0027	0.10

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts