V-Lab: WooSung Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

WooSung Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.93% (+0.57%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2457	16.08
$α$	0.1985	37.35
$β$	0.8000	142.27
$γ$	-0.1180	-7.84
$δ$	1.3585	33.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts