V-Lab: Village Roadshow Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Village Roadshow Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, December 17th, 2020:27.66% (-0.58%)

Analysis last updated: Wednesday, December 16, 2020 at 10:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4063	12.85
$α$	0.1312	30.47
$β$	0.7873	100.96
$γ$	0.1927	10.65
$δ$	1.4633	24.02

Estimation Period:
Jan 1, 1990 to Dec 4, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts