V-Lab: Berkeley Group Holdings PLC APARCH Volatility Analysis

V-Lab

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V-Lab

Berkeley Group Holdings PLC APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.40% (+0.14%)

Analysis last updated: Saturday, April 27, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1119	22.36
$α$	0.1371	40.63
$β$	0.8410	212.85
$γ$	0.1859	10.37
$δ$	0.9936	19.25

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts