V-Lab: UNY Group Holdings Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

UNY Group Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, August 29th, 2016:42.02% (+0.13%)

Analysis last updated: Friday, August 26, 2016 at 06:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0813	15.79
$α$	0.0859	32.76
$β$	0.9053	321.49
$γ$	0.2093	11.06
$δ$	1.4176	26.62

Estimation Period:
Jan 3, 1990 to Aug 26, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts