V-Lab: Daesung Holdings Co Ltd APARCH Volatility Analysis

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V-Lab

Daesung Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.09% (+0.20%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2460	11.39
$α$	0.2069	22.50
$β$	0.7838	122.41
$γ$	0.0049	0.27
$δ$	1.7611	26.51

Estimation Period:
Dec 22, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts