V-Lab: BCI Minerals Ltd APARCH Volatility Analysis

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V-Lab

BCI Minerals Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:48.66% (-0.18%)

Analysis last updated: Wednesday, May 8, 2024 at 08:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3289	8.26
$α$	0.1522	28.02
$β$	0.8467	150.87
$γ$	0.1271	7.10
$δ$	1.7977	27.58

Estimation Period:
Dec 15, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts