V-Lab: Daelim Trading Co Ltd APARCH Volatility Analysis

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V-Lab

Daelim Trading Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:38.33% (-4.48%)

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
$ω$	0.1722	14.51
$α$	0.1771	28.76
$β$	0.8229	125.65
$γ$	-0.1382	-6.72
$δ$	1.2146	28.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts