V-Lab: Samyang Genex Co Ltd APARCH Volatility Analysis

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V-Lab

Samyang Genex Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 29th, 2015:35.94% (-0.84%)

Analysis last updated: Monday, December 28, 2015 at 08:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0734	13.77
$α$	0.0839	33.90
$β$	0.9161	356.86
$γ$	0.0308	2.00
$δ$	1.5004	25.43

Estimation Period:
Jan 3, 1990 to Dec 24, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts