V-Lab: Aprogen Biologics Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Biologics Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:55.13% (-3.15%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7188	6.91
$α$	0.1534	7.98
$β$	0.7946	30.72
$γ_{1}$	0.1233	8.11
$γ_{2}$	-0.2188	-8.38
$γ_{3}$	0.1341	5.25
$γ_{4}$	-0.0490	-1.86
$γ_{5}$	0.0103	0.33
$γ_{6}$	0.0027	0.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts