V-Lab: GUD Holdings Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

GUD Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:38.67% (-1.79%)

Analysis last updated: Thursday, May 16, 2024 at 07:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0963	13.27
$α$	0.0672	21.40
$β$	0.9085	216.82
$γ$	0.2494	9.73
$δ$	1.4231	21.80

Estimation Period:
Jan 9, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts