V-Lab: Bohae Brewery Co Ltd APARCH Volatility Analysis

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V-Lab

Bohae Brewery Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.53% (-0.53%)

Analysis last updated: Friday, May 3, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1361	24.50
$α$	0.1270	29.12
$β$	0.8730	237.49
$γ$	-0.1637	-7.57
$δ$	1.2118	35.26

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts