V-Lab: Aprogen Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:76.63% (+3.44%)

Analysis last updated: Friday, May 3, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4818	2.14
$α$	0.1331	6.87
$β$	0.7784	26.88
$γ_{1}$	0.0227	0.20
$γ_{2}$	0.0036	0.03
$γ_{3}$	-0.1270	-1.48
$γ_{4}$	0.2737	3.24
$γ_{5}$	-0.2842	-2.93
$γ_{6}$	0.1576	1.60
$γ_{7}$	-0.1155	-1.41
$γ_{8}$	0.1923	2.43
$γ_{9}$	-0.2289	-2.46
$γ_{10}$	0.1376	1.56

Estimation Period:
Jul 10, 1995 to Apr 30, 2024

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