V-Lab: Shinhung Co Ltd APARCH Volatility Analysis

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V-Lab

Shinhung Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.63% (-2.87%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0784	12.53
$α$	0.1351	24.57
$β$	0.8649	149.85
$γ$	-0.3090	-10.78
$δ$	1.8036	18.34

Estimation Period:
Feb 8, 1991 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts