V-Lab: Region RE Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Region RE Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:18.78% (+0.02%)

Analysis last updated: Saturday, May 11, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0316	9.15
$α$	0.0248	10.15
$β$	0.9428	248.76
$γ$	0.0327	1.81
$δ$	3.0000	14.11

Estimation Period:
Nov 26, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts