V-Lab: Sajodongaone Co Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Sajodongaone Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.90% (-0.41%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2423	13.42
$α$	0.1587	35.34
$β$	0.8392	235.59
$γ$	-0.0193	-1.52
$δ$	1.7003	41.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts