V-Lab: Chinyang Holdings Corp APARCH Volatility Analysis

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V-Lab

Chinyang Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.87% (+0.14%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0293	14.19
$α$	0.1174	24.64
$β$	0.8826	232.87
$γ$	-0.0340	-2.13
$δ$	1.9968	27.20

Estimation Period:
Feb 15, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts