V-Lab: Dunxin Financial Holdings Ltd APARCH Volatility Analysis

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V-Lab

Dunxin Financial Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:83.00% (+22.32%)

Analysis last updated: Tuesday, May 14, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	4.38
$α$	0.2013	26.87
$β$	0.7431	52.46
$γ$	-0.2577	-7.51
$δ$	1.2747	13.26

Estimation Period:
Nov 23, 2010 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts