V-Lab: Alliance Witan PLC APARCH Volatility Analysis

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V-Lab

Alliance Witan PLC APARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:10.73% (-0.52%)

Analysis last updated: Sunday, November 10, 2024 at 04:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0293	32.80
$α$	0.0981	42.43
$β$	0.8906	381.07
$γ$	0.4510	27.00
$δ$	1.2455	37.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts