V-Lab: Western Areas Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Western Areas Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, June 23rd, 2022:22.58% (-0.04%)

Analysis last updated: Wednesday, July 20, 2022 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0981	8.30
$α$	0.0537	18.53
$β$	0.9417	377.88
$γ$	0.1438	6.99
$δ$	1.6076	26.73

Estimation Period:
Jul 28, 2000 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts