V-Lab: Centrica PLC APARCH Volatility Analysis

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V-Lab

Centrica PLC APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.51% (-0.21%)

Analysis last updated: Saturday, May 11, 2024 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0363	13.89
$α$	0.0752	22.64
$β$	0.9248	266.44
$γ$	0.4049	13.32
$δ$	0.9714	22.42

Estimation Period:
Feb 14, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts