V-Lab: Smiths Group PLC APARCH Volatility Analysis

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V-Lab

Smiths Group PLC APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.07% (-0.90%)

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
$ω$	0.0325	19.44
$α$	0.0710	31.36
$β$	0.9275	420.45
$γ$	0.3953	16.77
$δ$	1.1603	26.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts