V-Lab: Songwon Industrial Co Ltd APARCH Volatility Analysis

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V-Lab

Songwon Industrial Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:34.63% (+1.72%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2838	13.33
$α$	0.1116	39.22
$β$	0.8468	188.64
$γ$	0.1003	6.43
$δ$	1.4046	28.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts