V-Lab: SAI Global Ltd APARCH Volatility Analysis

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V-Lab

SAI Global Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 13th, 2016:12.76% (+0.08%)

Analysis last updated: Monday, December 12, 2016 at 06:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0412	11.53
$α$	0.0639	19.96
$β$	0.9280	243.77
$γ$	0.2619	5.91
$δ$	0.7523	14.29

Estimation Period:
Dec 17, 2003 to Dec 9, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts