V-Lab: Korea Development Corp APARCH Volatility Analysis

V-Lab

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V-Lab

Korea Development Corp APARCH Volatility Analysis

Volatility Prediction for Monday, June 29th, 2020:49.62% (-2.71%)

Analysis last updated: Saturday, June 27, 2020 at 03:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1238	9.41
$α$	0.1070	31.22
$β$	0.8913	308.63
$γ$	0.0027	0.19
$δ$	1.7998	27.73

Estimation Period:
Jan 3, 1990 to Jun 26, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts