V-Lab: DuluxGroup Ltd APARCH Volatility Analysis

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V-Lab

DuluxGroup Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, August 7th, 2019:13.63% (-0.20%)

Analysis last updated: Tuesday, August 6, 2019 at 05:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1556	8.91
$α$	0.0921	19.30
$β$	0.8105	55.39
$γ$	-0.2456	-4.45
$δ$	0.9105	13.30

Estimation Period:
Jul 12, 2010 to Jul 19, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts