V-Lab: Seven West Media Ltd APARCH Volatility Analysis

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V-Lab

Seven West Media Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:49.49% (+1.16%)

Analysis last updated: Saturday, May 11, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0045	8.80
$α$	0.0149	8.80
$β$	0.9851	704.15
$γ$	0.3219	6.86
$δ$	1.6992	34.72

Estimation Period:
Jan 10, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts