V-Lab: Hankook Shell Oil Co Ltd APARCH Volatility Analysis

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V-Lab

Hankook Shell Oil Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.85% (+1.09%)

Analysis last updated: Thursday, May 9, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0454	16.47
$α$	0.0992	25.76
$β$	0.9008	275.47
$γ$	-0.1090	-6.47
$δ$	1.5322	26.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts