V-Lab: Shinsung FA Co Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Shinsung FA Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, December 14th, 2016:51.34% (-4.38%)

Analysis last updated: Tuesday, December 13, 2016 at 08:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3435	8.49
$α$	0.1493	21.38
$β$	0.8205	95.35
$γ$	-0.1100	-3.55
$δ$	1.1592	14.18

Estimation Period:
Sep 1, 2008 to Dec 9, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts