V-Lab: Chongqing Road & Bridge Co APARCH Volatility Analysis

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V-Lab

Chongqing Road & Bridge Co APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:36.15% (+2.52%)

Analysis last updated: Tuesday, May 14, 2024 at 08:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0705	15.69
$α$	0.1105	38.24
$β$	0.8895	271.02
$γ$	-0.1497	-7.95
$δ$	0.9568	16.64

Estimation Period:
Jun 18, 1997 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts