V-Lab: Beadell Resources Ltd APARCH Volatility Analysis

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V-Lab

Beadell Resources Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 19th, 2019:70.01% (+5.86%)

Analysis last updated: Monday, February 18, 2019 at 06:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1000	3.72
$α$	0.0301	12.70
$β$	0.9660	427.07
$γ$	0.1733	7.11
$δ$	2.0145	19.94

Estimation Period:
Sep 26, 2007 to Feb 15, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts