V-Lab: OSK Holdings Bhd APARCH Volatility Analysis

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V-Lab

OSK Holdings Bhd APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:20.02% (-0.29%)

Analysis last updated: Tuesday, November 12, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0865	20.77
$α$	0.1330	37.58
$β$	0.8670	247.14
$γ$	-0.0029	-0.16
$δ$	1.3420	37.81

Estimation Period:
May 31, 1991 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts