V-Lab: DRB Industrial Co Ltd APARCH Volatility Analysis

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V-Lab

DRB Industrial Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:63.92% (-3.52%)

Analysis last updated: Saturday, April 27, 2024 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1122	6.11
$α$	0.1096	8.64
$β$	0.8904	78.60
$γ$	0.0131	0.29
$δ$	1.5275	11.14

Estimation Period:
Oct 19, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts