V-Lab: HwaSung Industrial Co Ltd APARCH Volatility Analysis

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V-Lab

HwaSung Industrial Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:17.26% (-0.23%)

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
$ω$	0.0744	18.59
$α$	0.0852	38.44
$β$	0.9148	461.56
$γ$	-0.0486	-3.57
$δ$	1.6998	35.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts