V-Lab: STX Corp/Korea APARCH Volatility Analysis

V-Lab

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V-Lab

STX Corp/Korea APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:51.58% (+8.43%)

Analysis last updated: Friday, April 19, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2423	10.90
$α$	0.1026	30.59
$β$	0.8939	262.46
$γ$	0.0709	5.56
$δ$	1.9757	38.06

Estimation Period:
Sep 12, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts