V-Lab: PaperCorea Inc APARCH Volatility Analysis

V-Lab

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V-Lab

PaperCorea Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:33.63% (+0.75%)

Analysis last updated: Sunday, May 19, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5311	14.65
$α$	0.1941	38.11
$β$	0.7631	111.20
$γ$	-0.0830	-5.56
$δ$	1.3065	32.37

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts