V-Lab: WillBes & Co/The APARCH Volatility Analysis

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V-Lab

WillBes & Co/The APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.93% (+0.18%)

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
$ω$	0.2625	15.13
$α$	0.1049	21.89
$β$	0.8818	197.88
$γ$	0.0340	2.11
$δ$	1.6575	31.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts