V-Lab: Wellbiotec Co Ltd APARCH Volatility Analysis

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V-Lab

Wellbiotec Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:41.46% (-1.14%)

Analysis last updated: Tuesday, May 7, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4376	8.89
$α$	0.1131	28.67
$β$	0.8663	194.15
$γ$	-0.0338	-1.80
$δ$	1.5824	22.74

Estimation Period:
Jul 18, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts