V-Lab: SG Global Co Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

SG Global Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:41.88% (-0.96%)

Analysis last updated: Thursday, May 16, 2024 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	3.46
$α$	0.1427	18.90
$β$	0.8047	92.54
$γ$	-0.0651	-4.90
$δ$	1.8865	12.23

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts