V-Lab: Fairfax Media Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Fairfax Media Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, November 29th, 2018:35.31% (-0.08%)

Analysis last updated: Wednesday, November 28, 2018 at 06:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0164	12.98
$α$	0.0364	25.34
$β$	0.9636	704.87
$γ$	0.1924	8.04
$δ$	1.4504	24.76

Estimation Period:
May 8, 1992 to Nov 23, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts