V-Lab: Chinyang Holdings Corp APARCH Volatility Analysis

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V-Lab

Chinyang Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:10.31% (-0.29%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0284	14.13
$α$	0.1168	24.58
$β$	0.8832	234.33
$γ$	-0.0338	-2.12
$δ$	1.9969	27.14

Estimation Period:
Feb 15, 2008 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts