V-Lab: Avi Global Trust PLC APARCH Volatility Analysis

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V-Lab

Avi Global Trust PLC APARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:13.22% (-0.13%)

Analysis last updated: Sunday, November 10, 2024 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0321	31.00
$α$	0.1067	40.17
$β$	0.8811	325.36
$γ$	0.3583	20.27
$δ$	1.3454	40.55

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts