V-Lab: Youngbo Chemical Co Ltd APARCH Volatility Analysis

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V-Lab

Youngbo Chemical Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.45% (-0.43%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0943	14.09
$α$	0.1024	32.63
$β$	0.8976	311.45
$γ$	-0.0277	-1.69
$δ$	1.8456	29.67

Estimation Period:
Aug 27, 1997 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts