V-Lab: ARC Resources Ltd APARCH Volatility Analysis

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V-Lab

ARC Resources Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:28.33% (+7.11%)

Analysis last updated: Wednesday, May 1, 2024 at 01:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0372	21.32
$α$	0.0821	42.27
$β$	0.9179	485.94
$γ$	0.3172	20.24
$δ$	1.3375	31.36

Estimation Period:
Jul 11, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts