V-Lab: Green Chemical Co Ltd APARCH Volatility Analysis

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V-Lab

Green Chemical Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.45% (-0.38%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1551	11.16
$α$	0.1183	12.84
$β$	0.8598	115.38
$γ$	-0.0011	-0.05
$δ$	1.7705	16.23

Estimation Period:
Oct 20, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts