V-Lab: Boart Longyear Group Ltd APARCH Volatility Analysis

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V-Lab

Boart Longyear Group Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:32.50% (-0.20%)

Analysis last updated: Saturday, April 13, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2837	6.12
$α$	0.0862	23.44
$β$	0.9139	251.68
$γ$	0.0704	2.72
$δ$	1.8407	27.11

Estimation Period:
Apr 9, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts