V-Lab: PetroChina Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

PetroChina Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:31.04% (-0.57%)

Analysis last updated: Wednesday, May 15, 2024 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0469	16.97
$α$	0.0616	22.94
$β$	0.9321	390.50
$γ$	0.0491	2.92
$δ$	1.6958	28.22

Estimation Period:
Apr 7, 2000 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts