V-Lab: Asia Cement Co Ltd APARCH Volatility Analysis

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V-Lab

Asia Cement Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.71% (-0.60%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0690	8.30
$α$	0.0832	7.62
$β$	0.9168	99.95
$γ$	-0.2177	-4.60
$δ$	1.3963	13.69

Estimation Period:
Nov 6, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts