V-Lab: Tailim Packaging Co Ltd APARCH Volatility Analysis

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V-Lab

Tailim Packaging Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.95% (-1.91%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2494	7.84
$α$	0.1279	32.81
$β$	0.8518	134.96
$γ$	-0.0214	-1.56
$δ$	1.6302	24.35

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts