V-Lab: Shinyoung Securities Co Ltd APARCH Volatility Analysis

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V-Lab

Shinyoung Securities Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.82% (-0.90%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0384	17.02
$α$	0.0913	32.90
$β$	0.9087	410.06
$γ$	0.0513	3.06
$δ$	1.7562	41.61

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts