V-Lab: Hansol Technics Co Ltd APARCH Volatility Analysis

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V-Lab

Hansol Technics Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.77% (-0.81%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0702	16.36
$α$	0.0635	36.17
$β$	0.9365	559.45
$γ$	0.2386	17.55
$δ$	1.5215	37.34

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts