V-Lab: Helical Bar PLC APARCH Volatility Analysis

V-Lab

| |

V-Lab

Helical Bar PLC APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.89% (-0.95%)

Analysis last updated: Saturday, May 4, 2024 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	13.51
$α$	0.1000	22.08
$β$	0.9000	226.19
$γ$	0.0816	3.85
$δ$	1.9014	46.32

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts