V-Lab: Douzone Bizon Co Ltd APARCH Volatility Analysis

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V-Lab

Douzone Bizon Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:67.40% (+17.64%)

Analysis last updated: Wednesday, May 22, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3044	16.00
$α$	0.1143	35.51
$β$	0.8693	252.18
$γ$	-0.0114	-0.94
$δ$	1.6519	36.82

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts