V-Lab: SKY Network Television Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

SKY Network Television Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.88% (+0.58%)

Analysis last updated: Tuesday, May 7, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2258	5.46
$α$	0.1055	14.71
$β$	0.8668	141.70
$γ$	0.0191	0.56
$δ$	1.5544	14.78

Estimation Period:
Apr 11, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts