V-Lab: Hypera SA APARCH Volatility Analysis

V-Lab

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V-Lab

Hypera SA APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:33.93% (-1.32%)

Analysis last updated: Saturday, May 11, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0399	8.67
$α$	0.0681	23.62
$β$	0.9311	283.02
$γ$	0.3668	15.35
$δ$	1.4249	19.07

Estimation Period:
Apr 21, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts