V-Lab: Korean Reinsurance Co APARCH Volatility Analysis

V-Lab

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V-Lab

Korean Reinsurance Co APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.33% (+0.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0386	14.87
$α$	0.0698	35.76
$β$	0.9302	584.30
$γ$	0.0190	1.41
$δ$	1.7967	40.52

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts