V-Lab: AWE Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AWE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 3rd, 2018:29.40% (-0.10%)

Analysis last updated: Wednesday, May 2, 2018 at 07:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4137	6.17
$α$	0.0505	4.36
$β$	0.9185	43.59
$γ_{1}$	-0.0217	-1.04
$γ_{2}$	0.0581	1.98
$γ_{3}$	-0.0510	-2.43
$γ_{4}$	0.0160	0.90

Estimation Period:
Jul 2, 1997 to Apr 27, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts