V-Lab: Bradespar SA APARCH Volatility Analysis

V-Lab

Bradespar SA APARCH Volatility Analysis

Volatility Prediction for Wednesday, September 24th, 2025:19.02% (-0.26%)

Analysis last updated: Thursday, September 25, 2025 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	10.26
$α$	0.0475	15.95
$β$	0.9525	299.33
$γ$	0.2260	7.66
$δ$	0.8525	22.30

Estimation Period:
Aug 10, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts