V-Lab: Aprogen Biologics MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Aprogen Biologics MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:103.68% (-11.65%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.1529	17.48
$β$	0.7566	53.86
$γ$	0.0127	1.48
$λ_{1}$	0.1912	3.09
$λ_{2}$	0.0343	2.51
$λ_{3}$	0.9587	58.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts