V-Lab: Silex Systems Ltd APARCH Volatility Analysis

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V-Lab

Silex Systems Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:59.82% (+3.42%)

Analysis last updated: Wednesday, May 15, 2024 at 07:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3485	9.01
$α$	0.1221	16.24
$β$	0.8621	91.73
$γ$	-0.0208	-0.74
$δ$	1.2981	18.54

Estimation Period:
May 7, 1998 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts