V-Lab: China Waste Corp Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

China Waste Corp Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, September 20th, 2016:185.93% (-13.26%)

Analysis last updated: Tuesday, September 20, 2016 at 10:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	4.29
$α$	0.1027	12.03
$β$	0.8750	89.92
$γ$	0.8740	10.53
$δ$	1.2462	14.27

Estimation Period:
Feb 2, 1996 to Apr 29, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts