V-Lab: Crown Resorts Ltd APARCH Volatility Analysis

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V-Lab

Crown Resorts Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, August 2nd, 2022:3.89% (-0.05%)

Analysis last updated: Wednesday, August 3, 2022 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0184	9.08
$α$	0.0439	10.77
$β$	0.9561	240.48
$γ$	0.7451	8.81
$δ$	0.5000	9.27

Estimation Period:
Dec 3, 2007 to Jul 29, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts