V-Lab: Smiths Group PLC APARCH Volatility Analysis

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V-Lab

Smiths Group PLC APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.09% (-0.48%)

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
$ω$	0.0324	19.42
$α$	0.0709	31.34
$β$	0.9277	421.28
$γ$	0.3950	16.75
$δ$	1.1615	26.38

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts