V-Lab
V-Lab

Aprogen Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:119.88% (-7.77%)

Analysis last updated: Thursday, March 28, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aprogen Inc S0GARCH
paramt-stat
ω1.45702.15
α0.13686.87
β0.767025.11
γ10.01760.16
γ20.01060.08
γ3-0.1320-1.57
γ40.28253.41
γ5-0.2982-3.16
γ60.17651.86
γ7-0.1402-1.76
γ80.22042.77
γ9-0.2530-2.66
γ100.15071.70
Estimation Period:
Jul 10, 1995 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts