V-Lab: FBN Holdings Plc APARCH Volatility Analysis

V-Lab

| |

V-Lab

FBN Holdings Plc APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:91.55% (-16.73%)

Analysis last updated: Thursday, May 9, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5151	14.00
$α$	0.2192	28.43
$β$	0.7266	89.67
$γ$	-0.0275	-2.08
$δ$	1.7610	24.96

Estimation Period:
Sep 8, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts