V-Lab: Chin Yang Chemical Corp APARCH Volatility Analysis

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V-Lab

Chin Yang Chemical Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.39% (-0.45%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2245	16.40
$α$	0.1715	31.48
$β$	0.8285	152.82
$γ$	-0.1390	-8.09
$δ$	1.3520	29.62

Estimation Period:
Jan 29, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts