V-Lab: Kukje Pharma Co Ltd APARCH Volatility Analysis

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V-Lab

Kukje Pharma Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:33.15% (-2.20%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3079	17.52
$α$	0.1797	31.10
$β$	0.8123	142.16
$γ$	-0.0326	-1.81
$δ$	1.3355	39.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts