V-Lab: BK Tops Co Ltd APARCH Volatility Analysis

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V-Lab

BK Tops Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:170.30% (+0.32%)

Analysis last updated: Thursday, May 9, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	0.23
$α$	0.0068	0.45
$β$	0.9313	13.86
$γ$	-0.0037	-0.01
$δ$	1.6353	0.84

Estimation Period:
Jan 1, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts