V-Lab: abrdn Global Premier Properties Fund Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

abrdn Global Premier Properties Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.42% (-1.78%)

Analysis last updated: Monday, April 29, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4698	3.88
$α$	0.1602	7.32
$β$	0.7875	34.16
$γ_{1}$	-1.0367	-5.61
$γ_{2}$	1.3423	5.27
$γ_{3}$	-0.4286	-2.72
$γ_{4}$	0.3259	2.20
$γ_{5}$	-0.3938	-2.57
$γ_{6}$	0.4063	2.32
$γ_{7}$	-0.3105	-1.76
$γ_{8}$	0.0713	0.58

Estimation Period:
Apr 26, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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