V-Lab: Aprogen Biologics Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:100.93% (-2.20%)

Analysis last updated: Wednesday, May 15, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0605	11.39
$α$	0.0707	22.12
$β$	0.9261	339.72
$γ$	-0.0080	-0.41
$δ$	2.1171	30.71

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts