V-Lab: Planet Payment Inc APARCH Volatility Analysis

V-Lab

Planet Payment Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:38.99% (-0.17%)

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
$ω$	0.4484	5.86
$α$	0.0509	6.27
$β$	0.9230	108.81
$γ$	0.2234	4.67
$δ$	2.0837	20.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts