V-Lab: Korea Zinc Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Korea Zinc Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.84% (-0.21%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2371	2.82
$α$	0.0311	6.69
$β$	0.9403	210.21
$γ$	0.1324	8.12
$δ$	2.5823	12.50

Estimation Period:
Jul 30, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts