V-Lab: Vnet Group Inc APARCH Volatility Analysis

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V-Lab

Vnet Group Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:63.28% (-10.74%)

Analysis last updated: Friday, May 3, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2155	9.82
$α$	0.1425	18.91
$β$	0.8222	77.57
$γ$	0.5354	14.94
$δ$	0.7194	17.20

Estimation Period:
Apr 22, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts