V-Lab: Taewon Mulsan Co Ltd APARCH Volatility Analysis

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V-Lab

Taewon Mulsan Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:27.37% (-0.09%)

Analysis last updated: Saturday, May 18, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1400	16.47
$α$	0.1060	29.09
$β$	0.8940	248.25
$γ$	-0.1650	-8.28
$δ$	1.3882	34.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts