V-Lab: Aprogen Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aprogen Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:77.94% (-2.00%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4601	2.17
$α$	0.1333	6.78
$β$	0.7705	25.18
$γ_{1}$	0.0238	0.21
$γ_{2}$	0.0045	0.03
$γ_{3}$	-0.1369	-1.66
$γ_{4}$	0.2949	3.63
$γ_{5}$	-0.3140	-3.39
$γ_{6}$	0.1904	2.01
$γ_{7}$	-0.1521	-1.89
$γ_{8}$	0.2493	2.86
$γ_{9}$	-0.3443	-2.53
$γ_{10}$	0.4363	1.79

Estimation Period:
Jul 10, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts