V-Lab: CosmoAM&T Co Ltd APARCH Volatility Analysis

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V-Lab

CosmoAM&T Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:35.73% (-0.07%)

Analysis last updated: Wednesday, May 22, 2024 at 01:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1766	10.91
$α$	0.0597	23.56
$β$	0.9301	433.81
$γ$	-0.0842	-4.67
$δ$	1.8649	40.03

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts