V-Lab: Ukrsotsbank JSCB APARCH Volatility Analysis

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V-Lab

Ukrsotsbank JSCB APARCH Volatility Analysis

Volatility Prediction for Monday, December 26th, 2016:213.71% (+136.33%)

Analysis last updated: Friday, December 23, 2016 at 04:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	3.52
$α$	0.1520	13.63
$β$	0.8062	48.07
$γ$	0.1501	4.08
$δ$	1.9570	13.14

Estimation Period:
Apr 13, 2006 to Dec 23, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts