V-Lab
V-Lab
Bermuda Stock Exchange Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 12th, 2024:27.35% (-0.71%)

Analysis last updated: Friday, April 12, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bermuda Stock Exchange Index APARCH
paramt-stat
ω0.013112.51
α0.049917.71
β0.9423449.76
γ0.08444.05
δ2.158734.93
Estimation Period:
Jun 14, 1994 to Mar 28, 2024
Impact of return on volatility tomorrow
Volatility Forecasts