V-Lab: Accor SA APARCH Volatility Analysis

V-Lab

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V-Lab

Accor SA APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:23.32% (-0.81%)

Analysis last updated: Tuesday, April 16, 2024 at 07:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0394	20.66
$α$	0.0576	21.62
$β$	0.9355	429.50
$γ$	0.5663	22.59
$δ$	1.1790	25.17

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts