V-Lab: Shinsung Tongsang Co Ltd APARCH Volatility Analysis

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V-Lab

Shinsung Tongsang Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.05% (-1.75%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1545	18.78
$α$	0.1086	38.11
$β$	0.8914	330.53
$γ$	-0.0207	-1.50
$δ$	1.6594	42.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts