V-Lab: SAJOHAEPYO Corp APARCH Volatility Analysis

V-Lab

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V-Lab

SAJOHAEPYO Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 30th, 2019:51.80% (-2.48%)

Analysis last updated: Wednesday, May 29, 2019 at 07:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1081	8.70
$α$	0.0800	15.44
$β$	0.9143	244.20
$γ$	-0.2541	-8.60
$δ$	1.3750	15.40

Estimation Period:
Sep 21, 2004 to May 24, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts