V-Lab: MMA Offshore Ltd APARCH Volatility Analysis

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V-Lab

MMA Offshore Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.71% (+0.53%)

Analysis last updated: Tuesday, May 7, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1202	13.58
$α$	0.0915	31.55
$β$	0.9080	333.07
$γ$	0.3062	16.87
$δ$	1.5625	37.90

Estimation Period:
Jun 21, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts