V-Lab: Bookook Securities Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Bookook Securities Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.09% (+0.56%)

Analysis last updated: Friday, May 3, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0578	20.77
$α$	0.1006	35.18
$β$	0.8994	370.28
$γ$	-0.0415	-3.23
$δ$	1.7369	40.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts