V-Lab: GUD Holdings Ltd APARCH Volatility Analysis

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V-Lab

GUD Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:33.96% (+2.18%)

Analysis last updated: Thursday, May 2, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0970	13.30
$α$	0.0677	21.51
$β$	0.9078	215.94
$γ$	0.2504	9.77
$δ$	1.4196	21.76

Estimation Period:
Jan 9, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts