V-Lab: Realia Business SA APARCH Volatility Analysis

V-Lab

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V-Lab

Realia Business SA APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:15.40% (-0.23%)

Analysis last updated: Thursday, May 16, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0189	8.13
$α$	0.0568	18.11
$β$	0.9433	353.94
$γ$	0.2101	9.68
$δ$	1.8956	30.27

Estimation Period:
Jun 6, 2007 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts