V-Lab: Jahwa Electronics Co Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Jahwa Electronics Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.23% (-0.93%)

Analysis last updated: Wednesday, May 1, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0680	9.40
$α$	0.0465	24.74
$β$	0.9498	468.82
$γ$	0.0624	2.87
$δ$	1.4881	25.94

Estimation Period:
Jan 12, 1999 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts