V-Lab: Aecon Group Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Aecon Group Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:29.53% (-0.80%)

Analysis last updated: Wednesday, April 24, 2024 at 12:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0620	13.90
$α$	0.0643	31.17
$β$	0.9357	470.90
$γ$	0.4348	14.06
$δ$	1.3378	35.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts