V-Lab: CJ Logistics Corp APARCH Volatility Analysis

V-Lab

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V-Lab

CJ Logistics Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:47.37% (-1.03%)

Analysis last updated: Thursday, May 16, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0857	11.36
$α$	0.0409	11.22
$β$	0.9444	363.22
$γ$	0.0235	1.43
$δ$	2.3741	26.52

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts