V-Lab: Anam Electronics Co Ltd APARCH Volatility Analysis

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V-Lab

Anam Electronics Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.46% (-0.83%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3807	15.21
$α$	0.1592	42.23
$β$	0.8273	215.16
$γ$	-0.0705	-5.12
$δ$	1.5874	34.95

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts