Baird Medi INT HLD Ltd -Redh APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
32.22%
decreased by 2.74%
1 Week
32.22%
decreased by 2.74%
1 Month
32.24%
decreased by 2.72%
Analysis last updated: Friday, May 22, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 2.02 | |
| 0.1355 | 5.30 | |
| 0.8014 | 36.72 | |
| 0.2729 | 5.17 | |
| 2.5695 | 8.44 |
Estimation Period:
Oct 21, 2021 to May 22, 2026
Oct 21, 2021 to May 22, 2026
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