V-Lab: E Media Holdings Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

E Media Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:56.21% (-0.55%)

Analysis last updated: Friday, May 3, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6976	4.49
$α$	0.0459	11.78
$β$	0.9298	178.01
$γ$	0.2059	5.97
$δ$	2.0640	20.72

Estimation Period:
Jan 5, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts