V-Lab: Slater & Gordon Ltd APARCH Volatility Analysis

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V-Lab

Slater & Gordon Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 3rd, 2023:25.08% (-0.04%)

Analysis last updated: Wednesday, May 3, 2023 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7235	7.98
$α$	0.2627	22.46
$β$	0.7144	66.45
$γ$	0.0300	1.63
$δ$	2.0482	21.65

Estimation Period:
May 21, 2007 to Apr 28, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts