V-Lab: Y2 Solution Co Ltd APARCH Volatility Analysis

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V-Lab

Y2 Solution Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:67.87% (-9.59%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	4.14
$α$	0.1783	30.26
$β$	0.7208	50.54
$γ$	0.0419	2.67
$δ$	1.3767	10.58

Estimation Period:
Dec 21, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts