V-Lab: Aprogen Biologics Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:91.19% (-1.80%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6519	4.85
$α$	0.1440	8.40
$β$	0.8040	33.53
$γ_{1}$	0.0635	0.79
$γ_{2}$	0.0567	0.48
$γ_{3}$	-0.3086	-5.20
$γ_{4}$	0.2325	3.82
$γ_{5}$	-0.0058	-0.08
$γ_{6}$	-0.0797	-0.94
$γ_{7}$	0.0815	0.85
$γ_{8}$	-0.0718	-0.60
$γ_{9}$	0.0008	0.01
$γ_{10}$	0.2533	1.23

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts