V-Lab: Next PLC AGARCH Volatility Analysis

V-Lab

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V-Lab

Next PLC AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.97% (-0.37%)

Analysis last updated: Friday, April 19, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0409	-5.63
$α$	0.0343	32.93
$β$	0.9547	842.67
$γ$	1.6243	20.91

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts