V-Lab: Kuang-Chi Technologies Co Ltd APARCH Volatility Analysis

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V-Lab

Kuang-Chi Technologies Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:66.07% (-6.64%)

Analysis last updated: Friday, May 3, 2024 at 02:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2049	9.00
$α$	0.1399	26.74
$β$	0.8502	147.66
$γ$	0.0130	0.78
$δ$	1.4018	16.91

Estimation Period:
Nov 3, 2011 to May 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts