Huang Hsiang Construction APARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.04%
decreased by 0.62%
1 Week
24.69%
increased by 1.03%
1 Month
30.23%
increased by 6.57%
Analysis last updated: Thursday, May 21, 2026 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1094 | 15.42 | |
| 0.1331 | 23.84 | |
| 0.8659 | 152.80 | |
| 0.0784 | 4.04 | |
| 1.2078 | 14.53 |
Estimation Period:
Jun 20, 2001 to May 15, 2026
Jun 20, 2001 to May 15, 2026
Other Huang Hsiang Construction Analyses
Other APARCH Analyses on International Equities