V-Lab: e-Starco Co Ltd APARCH Volatility Analysis

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V-Lab

e-Starco Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:37.30% (-1.37%)

Analysis last updated: Tuesday, May 14, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2785	13.52
$α$	0.1431	37.59
$β$	0.8502	219.97
$γ$	-0.1375	-9.31
$δ$	1.3787	34.50

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts