V-Lab: Dohwa Engineering Co Ltd APARCH Volatility Analysis

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V-Lab

Dohwa Engineering Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:22.28% (-0.10%)

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
$ω$	0.2041	4.16
$α$	0.0739	5.88
$β$	0.8932	121.96
$γ$	-0.1009	-3.00
$δ$	2.1694	11.47

Estimation Period:
Aug 12, 2010 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts