V-Lab: Hankuk Glass Industries Inc APARCH Volatility Analysis

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V-Lab

Hankuk Glass Industries Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, December 13th, 2018:87.05% (-6.28%)

Analysis last updated: Wednesday, December 12, 2018 at 08:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1336	11.07
$α$	0.1209	27.13
$β$	0.8725	177.70
$γ$	-0.1185	-6.75
$δ$	1.8169	20.96

Estimation Period:
Jan 3, 1990 to Dec 7, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts