V-Lab: Ramsay Health Care Ltd APARCH Volatility Analysis

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V-Lab

Ramsay Health Care Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:24.72% (-0.29%)

Analysis last updated: Wednesday, May 8, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0407	12.52
$α$	0.0303	6.44
$β$	0.9560	301.31
$γ$	0.3894	11.39
$δ$	1.7654	15.51

Estimation Period:
Sep 24, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts