V-Lab: Computershare Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Computershare Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.53% (-1.42%)

Analysis last updated: Wednesday, May 1, 2024 at 04:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1273	16.35
$α$	0.1491	30.83
$β$	0.8342	149.43
$γ$	0.0836	3.41
$δ$	1.0898	22.70

Estimation Period:
May 27, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts