V-Lab: Cullinan Holdings Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Cullinan Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, March 14th, 2018:119.01% (-2.72%)

Analysis last updated: Tuesday, March 13, 2018 at 04:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0812	12.44
$α$	0.0408	16.04
$β$	0.9562	596.87
$γ$	0.4949	8.61
$δ$	1.7592	47.53

Estimation Period:
Jan 2, 1990 to Feb 23, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts