V-Lab: PaperCorea Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

PaperCorea Inc EGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:35.12% (-0.17%)

Analysis last updated: Saturday, April 20, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3173	21.76
$α$	0.3325	44.37
$β$	0.8894	168.92
$γ$	0.0343	4.82

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts