V-Lab: LS Networks Co Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

LS Networks Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:66.11% (-0.96%)

Analysis last updated: Thursday, May 16, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0230	9.43
$α$	0.0294	14.73
$β$	0.9659	494.06
$γ$	0.0551	2.94
$δ$	2.3330	35.64

Estimation Period:
Aug 24, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts