V-Lab: BLIS Technologies Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

BLIS Technologies Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:83.38% (-1.92%)

Analysis last updated: Saturday, May 4, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	3.10
$α$	0.0806	18.78
$β$	0.9060	114.26
$γ$	0.0448	0.85
$δ$	1.7166	16.75

Estimation Period:
Jul 30, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts