V-Lab: AFI Development PLC APARCH Volatility Analysis

V-Lab

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V-Lab

AFI Development PLC APARCH Volatility Analysis

Volatility Prediction for Friday, February 21st, 2020:138.83% (+93.94%)

Analysis last updated: Thursday, February 20, 2020 at 08:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0480	4.82
$α$	0.0422	14.97
$β$	0.9541	389.60
$γ$	0.4098	8.45
$δ$	1.8725	23.42

Estimation Period:
May 3, 2007 to Feb 14, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts