V-Lab: Advantage Energy Ltd APARCH Volatility Analysis

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V-Lab

Advantage Energy Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:26.86% (-0.67%)

Analysis last updated: Wednesday, April 24, 2024 at 12:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	11.89
$α$	0.0529	30.69
$β$	0.9407	715.88
$γ$	0.2651	20.19
$δ$	2.0978	35.86

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts