V-Lab: Alvogen Korea Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Alvogen Korea Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, March 18th, 2019:10.35% (-0.08%)

Analysis last updated: Friday, March 15, 2019 at 08:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0086	6.16
$α$	0.0395	13.70
$β$	0.9605	364.53
$γ$	-0.0993	-4.97
$δ$	1.9739	37.86

Estimation Period:
Jan 3, 1990 to Mar 15, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts