V-Lab: Experian PLC APARCH Volatility Analysis

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V-Lab

Experian PLC APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.82% (+1.77%)

Analysis last updated: Thursday, May 16, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0261	15.68
$α$	0.0615	27.60
$β$	0.9385	384.80
$γ$	0.6771	22.66
$δ$	0.8742	22.62

Estimation Period:
Oct 6, 2006 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts