V-Lab: TAEKYUNG BK Co Ltd APARCH Volatility Analysis

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V-Lab

TAEKYUNG BK Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:20.92% (+1.65%)

Analysis last updated: Saturday, April 13, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0468	15.00
$α$	0.1057	25.60
$β$	0.8943	290.92
$γ$	-0.1282	-7.05
$δ$	1.9575	35.49

Estimation Period:
Jan 6, 1992 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts