V-Lab: CT Environmental Group Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

CT Environmental Group Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 1st, 2019:35.35% (+0.45%)

Analysis last updated: Friday, March 29, 2019 at 09:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	3.53
$α$	0.1460	11.93
$β$	0.7515	44.17
$γ$	0.2010	7.44
$δ$	2.1331	10.37

Estimation Period:
Sep 25, 2013 to Mar 29, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts