V-Lab: Lotte Chemical Corp APARCH Volatility Analysis

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V-Lab

Lotte Chemical Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.06% (-1.36%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6739	1.85
$α$	0.0585	6.08
$β$	0.8865	101.42
$γ$	0.0953	6.69
$δ$	2.5256	7.11

Estimation Period:
May 30, 1991 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts