V-Lab: Ithaca Energy E&P Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Ithaca Energy E&P Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, June 8th, 2017:52.68% (-1.60%)

Analysis last updated: Wednesday, June 7, 2017 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3199	2.74
$α$	0.0717	10.08
$β$	0.9088	104.41
$γ$	0.3114	6.99
$δ$	1.6819	9.98

Estimation Period:
Jun 5, 2006 to Jun 2, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts