V-Lab: Charm Engineering Co Ltd AGARCH Volatility Analysis

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V-Lab

Charm Engineering Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:51.82% (-3.20%)

Analysis last updated: Wednesday, April 17, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3955	16.83
$α$	0.1463	40.67
$β$	0.8368	230.98
$γ$	0.4427	5.87

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts