V-Lab: Aprogen Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:101.70% (-6.64%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4602	2.17
$α$	0.1330	6.78
$β$	0.7712	25.28
$γ_{1}$	0.0235	0.21
$γ_{2}$	0.0054	0.04
$γ_{3}$	-0.1380	-1.67
$γ_{4}$	0.2960	3.64
$γ_{5}$	-0.3149	-3.40
$γ_{6}$	0.1913	2.02
$γ_{7}$	-0.1532	-1.90
$γ_{8}$	0.2510	2.87
$γ_{9}$	-0.3474	-2.55
$γ_{10}$	0.4457	1.81

Estimation Period:
Jul 10, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts