V-Lab: Charm Engineering Co Ltd APARCH Volatility Analysis

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V-Lab

Charm Engineering Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:34.51% (-0.42%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3243	14.83
$α$	0.1446	37.10
$β$	0.8472	220.79
$γ$	0.0658	5.70
$δ$	1.8051	36.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts