V-Lab: Daishin Securities Co Ltd APARCH Volatility Analysis

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V-Lab

Daishin Securities Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:22.94% (+0.28%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0383	13.82
$α$	0.0658	31.52
$β$	0.9342	581.30
$γ$	0.0586	4.89
$δ$	1.7786	38.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts