V-Lab: Choil Aluminum Co Ltd APARCH Volatility Analysis

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V-Lab

Choil Aluminum Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:43.95% (-1.06%)

Analysis last updated: Saturday, May 11, 2024 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2332	16.20
$α$	0.1764	37.65
$β$	0.8217	176.14
$γ$	-0.1666	-8.30
$δ$	1.3662	25.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts