V-Lab: Bod Science Ltd APARCH Volatility Analysis

V-Lab

Bod Science Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)

Analysis last updated: Thursday, June 5, 2025 at 08:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.42
$α$	0.1026	5.38
$β$	0.8974	33.13
$γ$	0.1418	0.82
$δ$	0.6641	3.39

Estimation Period:
Oct 27, 2016 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts