V-Lab: Centrica PLC APARCH Volatility Analysis

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V-Lab

Centrica PLC APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:24.82% (+0.93%)

Analysis last updated: Saturday, May 18, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0363	13.89
$α$	0.0750	22.62
$β$	0.9250	266.95
$γ$	0.4032	13.30
$δ$	0.9727	22.42

Estimation Period:
Feb 14, 1997 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts