V-Lab: Moorim Paper Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Moorim Paper Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.53% (+0.62%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0784	18.02
$α$	0.0959	36.16
$β$	0.9041	398.44
$γ$	-0.0420	-2.16
$δ$	1.7787	34.50

Estimation Period:
Jun 11, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts