V-Lab: ISU Chemical Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

ISU Chemical Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:33.01% (-0.50%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0716	7.07
$α$	0.0491	13.74
$β$	0.9468	375.10
$γ$	-0.0292	-1.74
$δ$	1.8724	20.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts