V-Lab: Laird PLC APARCH Volatility Analysis

V-Lab

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V-Lab

Laird PLC APARCH Volatility Analysis

Volatility Prediction for Monday, July 2nd, 2018:15.06% (-0.23%)

Analysis last updated: Friday, June 29, 2018 at 04:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0237	14.59
$α$	0.0345	21.10
$β$	0.9655	484.47
$γ$	0.8095	12.05
$δ$	0.6718	14.53

Estimation Period:
Jan 2, 1990 to Jun 29, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts