V-Lab: SCREEN Holdings Co Ltd APARCH Volatility Analysis

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V-Lab

SCREEN Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.50% (-1.48%)

Analysis last updated: Thursday, May 2, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0683	14.35
$α$	0.0584	32.61
$β$	0.9353	443.71
$γ$	0.2669	14.41
$δ$	1.2980	29.94

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts