V-Lab: Austpac Resources N.L. APARCH Volatility Analysis

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V-Lab

Austpac Resources N.L. APARCH Volatility Analysis

Volatility Prediction for Friday, June 23rd, 2023:0.04% (0.00%)

Analysis last updated: Saturday, June 24, 2023 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	3.33
$α$	0.0820	58.69
$β$	0.9180	296.13
$γ$	0.3865	9.80
$δ$	1.5003	25.61

Estimation Period:
Jan 1, 1990 to Jun 16, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts