V-Lab: AMOREPACIFIC Group APARCH Volatility Analysis

V-Lab

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V-Lab

AMOREPACIFIC Group APARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.20% (-2.33%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1938	13.53
$α$	0.0825	33.05
$β$	0.8924	246.12
$γ$	0.0723	4.19
$δ$	1.5453	31.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts