V-Lab: TYM Corp APARCH Volatility Analysis

V-Lab

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V-Lab

TYM Corp APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.84% (-0.98%)

Analysis last updated: Saturday, May 11, 2024 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1387	14.94
$α$	0.0982	28.54
$β$	0.9018	290.42
$γ$	0.0131	0.85
$δ$	1.6473	40.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts