V-Lab: Sage Group PLC/The APARCH Volatility Analysis

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V-Lab

Sage Group PLC/The APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.12% (-0.33%)

Analysis last updated: Thursday, May 16, 2024 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0600	14.78
$α$	0.0581	17.02
$β$	0.9286	305.06
$γ$	0.2302	10.84
$δ$	1.7612	30.40

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts