V-Lab: Ashtead Group PLC APARCH Volatility Analysis

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V-Lab

Ashtead Group PLC APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.75% (+1.91%)

Analysis last updated: Friday, May 3, 2024 at 02:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0286	13.98
$α$	0.0390	19.44
$β$	0.9610	612.08
$γ$	0.4185	17.32
$δ$	1.5755	36.18

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts