V-Lab: Labat Africa Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Labat Africa Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:1.57% (-0.05%)

Analysis last updated: Saturday, May 4, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.07
$α$	0.0669	17.74
$β$	0.9157	261.04
$γ$	0.1430	5.90
$δ$	2.4672	18.77

Estimation Period:
May 6, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts