V-Lab: KC Green Holdings Co Ltd APARCH Volatility Analysis

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V-Lab

KC Green Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:52.94% (-2.98%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1146	15.29
$α$	0.0895	29.45
$β$	0.9105	309.58
$γ$	-0.0464	-2.71
$δ$	1.2280	27.76

Estimation Period:
Sep 11, 1995 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts