V-Lab: Arihants Securities Ltd APARCH Volatility Analysis

V-Lab

Arihants Securities Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:49.39% (-5.78%)

Analysis last updated: Sunday, June 29, 2025 at 05:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1092	18.77
$α$	0.1286	25.90
$β$	0.8714	169.40
$γ$	0.0732	2.65
$δ$	0.7987	21.43

Estimation Period:
Sep 29, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts