V-Lab: Daeduck GDS Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Daeduck GDS Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, November 29th, 2018:49.84% (-0.85%)

Analysis last updated: Wednesday, November 28, 2018 at 07:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0867	10.89
$α$	0.0500	24.07
$β$	0.9385	483.02
$γ$	0.0538	4.00
$δ$	2.1036	28.84

Estimation Period:
Jan 3, 1990 to Nov 23, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts