V-Lab: Dongwon Metal Co Ltd APARCH Volatility Analysis

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V-Lab

Dongwon Metal Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.01% (-2.07%)

Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1579	19.36
$α$	0.1702	37.54
$β$	0.8298	158.63
$γ$	-0.0563	-2.55
$δ$	0.9475	17.69

Estimation Period:
Nov 10, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts