V-Lab: Nordea Bank Abp APARCH Volatility Analysis

V-Lab

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V-Lab

Nordea Bank Abp APARCH Volatility Analysis

Volatility Prediction for Monday, September 9th, 2024:22.96% (+3.81%)

Analysis last updated: Saturday, September 7, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0409	19.11
$α$	0.0869	38.43
$β$	0.9125	385.84
$γ$	0.4999	23.02
$δ$	0.9349	25.74

Estimation Period:
Jan 31, 2000 to Sep 6, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts