V-Lab: Samwhan Corp APARCH Volatility Analysis

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V-Lab

Samwhan Corp APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 15th, 2015:203.53% (+13.70%)

Analysis last updated: Friday, April 29, 2016 at 05:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0556	6.06
$α$	0.0485	15.66
$β$	0.9507	305.50
$γ$	0.1892	4.73
$δ$	1.9513	20.81

Estimation Period:
Jan 3, 1990 to Apr 10, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts