V-Lab: Toray Chemical Korea Inc AGARCH Volatility Analysis

V-Lab

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V-Lab

Toray Chemical Korea Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 22nd, 2018:7.05% (+0.13%)

Analysis last updated: Wednesday, February 21, 2018 at 07:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0003	-0.18
$α$	0.0233	10.06
$β$	0.9781	444.98
$γ$	-0.1349	-0.44

Estimation Period:
Jan 3, 1990 to Feb 14, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts