V-Lab: LG Electronics Inc APARCH Volatility Analysis

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V-Lab

LG Electronics Inc APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.79% (+0.33%)

Analysis last updated: Tuesday, April 30, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0375	12.43
$α$	0.0370	16.21
$β$	0.9569	566.55
$γ$	0.1121	4.67
$δ$	1.9541	26.10

Estimation Period:
Apr 22, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts