V-Lab: Samyang Entech Co Ltd APARCH Volatility Analysis

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V-Lab

Samyang Entech Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2014:30.72% (+1.64%)

Analysis last updated: Wednesday, November 26, 2014 at 11:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2651	19.83
$α$	0.2194	43.57
$β$	0.7806	159.84
$γ$	-0.0136	-0.98
$δ$	1.5714	31.78

Estimation Period:
Jan 3, 1990 to Nov 21, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts