V-Lab: TBH Global Co Ltd APARCH Volatility Analysis

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V-Lab

TBH Global Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.19% (-1.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2285	10.82
$α$	0.1312	25.67
$β$	0.8485	141.81
$γ$	0.1305	4.57
$δ$	1.1682	20.98

Estimation Period:
Dec 19, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts