V-Lab: HDC Holdings Co Ltd APARCH Volatility Analysis

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V-Lab

HDC Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:33.45% (-1.13%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0736	12.41
$α$	0.0741	33.48
$β$	0.9259	453.45
$γ$	0.0643	4.47
$δ$	1.6330	33.09

Estimation Period:
Dec 3, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts