V-Lab: IMI PLC APARCH Volatility Analysis

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V-Lab

IMI PLC APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:18.50% (+0.02%)

Analysis last updated: Friday, May 17, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0191	17.71
$α$	0.0407	27.29
$β$	0.9593	656.62
$γ$	0.5072	15.76
$δ$	1.1705	28.03

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts