V-Lab: Ascension Properties Ltd AGARCH Volatility Analysis

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V-Lab

Ascension Properties Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 19th, 2017:31.03% (-0.36%)

Analysis last updated: Tuesday, April 18, 2017 at 06:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	-2.4191	-0.01
$α$	0.5342	0.11
$β$	0.8539	0.36
$γ$	2.3304	0.10

Estimation Period:
Jun 12, 2012 to Apr 13, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts