V-Lab: Hana Tour Service Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Hana Tour Service Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:45.11% (-2.44%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0782	13.02
$α$	0.0754	29.00
$β$	0.9201	330.14
$γ$	0.1591	7.09
$δ$	1.1076	21.87

Estimation Period:
Nov 29, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts