V-Lab: IMI PLC APARCH Volatility Analysis

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V-Lab

IMI PLC APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:19.61% (-0.45%)

Analysis last updated: Saturday, May 4, 2024 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0191	17.70
$α$	0.0407	27.29
$β$	0.9593	655.23
$γ$	0.5079	15.77
$δ$	1.1687	28.02

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts