Nam Song Hau Trading APARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:13.12% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 3.47 | |
| 0.1014 | 15.31 | |
| 0.8403 | 84.58 | |
| -0.0281 | -2.03 | |
| 2.9718 | 13.70 |
Estimation Period:
Jun 24, 2020 to May 30, 2025
Jun 24, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
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