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

V-Lab

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V-Lab

Aprogen Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:85.04% (-7.71%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4982	2.16
$α$	0.1335	6.89
$β$	0.7784	26.91
$γ_{1}$	0.0281	0.25
$γ_{2}$	-0.0038	-0.03
$γ_{3}$	-0.1242	-1.45
$γ_{4}$	0.2728	3.22
$γ_{5}$	-0.2842	-2.93
$γ_{6}$	0.1579	1.60
$γ_{7}$	-0.1159	-1.42
$γ_{8}$	0.1928	2.43
$γ_{9}$	-0.2294	-2.46
$γ_{10}$	0.1379	1.56

Estimation Period:
Jul 10, 1995 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts