V-Lab: Amorepacific Corp APARCH Volatility Analysis

V-Lab

| |

V-Lab

Amorepacific Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:39.82% (-0.25%)

Analysis last updated: Wednesday, April 17, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1238	14.61
$α$	0.0896	23.58
$β$	0.8893	194.46
$γ$	0.0481	2.51
$δ$	1.2758	19.94

Estimation Period:
Jun 29, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts