V-Lab: Hyundai Paint Co Ltd APARCH Volatility Analysis

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V-Lab

Hyundai Paint Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, November 21st, 2016:548.86% (+68.08%)

Analysis last updated: Friday, November 18, 2016 at 08:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	10.46
$α$	0.1951	23.53
$β$	0.7916	123.32
$γ$	0.0032	0.25
$δ$	1.9621	33.86

Estimation Period:
Jan 3, 1990 to Nov 18, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts