V-Lab: Green Cross Holdings Corp APARCH Volatility Analysis

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V-Lab

Green Cross Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:33.63% (+2.35%)

Analysis last updated: Thursday, May 9, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2061	18.89
$α$	0.1453	36.87
$β$	0.8366	195.70
$γ$	-0.0876	-5.96
$δ$	1.6577	40.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts