V-Lab: Wiscom Co Ltd APARCH Volatility Analysis

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V-Lab

Wiscom Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.83% (-0.93%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0328	16.94
$α$	0.1159	29.15
$β$	0.8841	341.21
$γ$	0.0257	2.01
$δ$	1.9038	33.31

Estimation Period:
Nov 22, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts