V-Lab: Hansung Enterprise Co APARCH Volatility Analysis

V-Lab

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V-Lab

Hansung Enterprise Co APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.66% (-1.64%)

Analysis last updated: Tuesday, May 7, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3021	13.93
$α$	0.1850	40.29
$β$	0.8150	201.39
$γ$	-0.0470	-3.69
$δ$	1.5906	30.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts