V-Lab: KCTC APARCH Volatility Analysis

V-Lab

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V-Lab

KCTC APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:33.48% (-1.12%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2847	21.34
$α$	0.1785	38.86
$β$	0.8190	190.42
$γ$	-0.0637	-4.32
$δ$	1.5488	38.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts