V-Lab: Sage Group PLC/The APARCH Volatility Analysis

V-Lab

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V-Lab

Sage Group PLC/The APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.77% (-0.45%)

Analysis last updated: Thursday, May 2, 2024 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0600	14.81
$α$	0.0581	17.02
$β$	0.9287	305.28
$γ$	0.2308	10.84
$δ$	1.7590	30.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts