V-Lab: Planet Payment Inc AGARCH Volatility Analysis

V-Lab

Planet Payment Inc AGARCH Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:44.61% (-0.04%)

Analysis last updated: Tuesday, December 19, 2017 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1077	10.08
$α$	0.0974	14.08
$β$	0.8137	111.25
$γ$	1.9006	8.00

Estimation Period:
Nov 20, 2008 to Dec 15, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts