V-Lab: Aimia Inc APARCH Volatility Analysis

V-Lab

| |

V-Lab

Aimia Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:41.70% (-0.50%)

Analysis last updated: Wednesday, April 24, 2024 at 12:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0137	9.10
$α$	0.0151	0.01
$β$	0.9783	456.50
$γ$	1.0000	0.01
$δ$	1.6181	22.76

Estimation Period:
Jun 23, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts