V-Lab: Pacific Metals Co Ltd APARCH Volatility Analysis

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V-Lab

Pacific Metals Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.00% (-0.39%)

Analysis last updated: Sunday, April 28, 2024 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2947	12.18
$α$	0.1118	27.91
$β$	0.8678	216.47
$γ$	0.1342	9.47
$δ$	1.8554	34.03

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts