V-Lab: Mobimo Holding AG APARCH Volatility Analysis

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V-Lab

Mobimo Holding AG APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:12.64% (-0.72%)

Analysis last updated: Friday, May 3, 2024 at 05:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0300	15.21
$α$	0.0882	23.28
$β$	0.9017	221.92
$γ$	0.0078	0.23
$δ$	1.1470	20.73

Estimation Period:
Jun 23, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts