V-Lab: Reyon Pharmaceutical Co Ltd APARCH Volatility Analysis

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V-Lab

Reyon Pharmaceutical Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.26% (+4.43%)

Analysis last updated: Thursday, May 9, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1447	11.08
$α$	0.1338	21.72
$β$	0.8662	136.88
$γ$	0.0019	0.06
$δ$	1.2102	15.37

Estimation Period:
Jun 10, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts