V-Lab: Amorepacific Corp EGARCH Volatility Analysis

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V-Lab

Amorepacific Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.50% (+1.45%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0826	17.70
$α$	0.1670	25.56
$β$	0.9557	362.15
$γ$	-0.0112	-2.23

Estimation Period:
Jun 29, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts