V-Lab: Aprogen Biologics Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Aprogen Biologics Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:119.71% (-8.26%)

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
$ω$	0.6525	4.87
$α$	0.1444	8.40
$β$	0.8034	33.39
$γ_{1}$	0.0647	0.80
$γ_{2}$	0.0542	0.46
$γ_{3}$	-0.3071	-5.18
$γ_{4}$	0.2327	3.86
$γ_{5}$	-0.0064	-0.09
$γ_{6}$	-0.0800	-0.95
$γ_{7}$	0.0826	0.87
$γ_{8}$	-0.0736	-0.61
$γ_{9}$	0.0033	0.02
$γ_{10}$	0.2564	1.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts