V-Lab: Shindaeyang Paper Co Ltd AGARCH Volatility Analysis

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V-Lab

Shindaeyang Paper Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:32.66% (-1.90%)

Analysis last updated: Thursday, April 18, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1978	19.75
$α$	0.1508	48.16
$β$	0.8411	251.15
$γ$	0.1525	2.92

Estimation Period:
Dec 21, 1995 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts