V-Lab: Korea Circuit Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Korea Circuit Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:36.85% (-0.52%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1611	12.90
$α$	0.0829	31.78
$β$	0.9074	316.71
$γ$	0.0625	4.74
$δ$	1.5906	29.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts