V-Lab: Hanssem Co Ltd APARCH Volatility Analysis

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V-Lab

Hanssem Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:52.69% (+0.37%)

Analysis last updated: Wednesday, May 15, 2024 at 02:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3029	6.67
$α$	0.0780	13.55
$β$	0.8712	102.16
$γ$	0.0422	1.21
$δ$	1.5615	17.78

Estimation Period:
Jul 23, 2002 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts