V-Lab: LS Electric Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

LS Electric Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:66.36% (-2.10%)

Analysis last updated: Wednesday, May 15, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0589	12.97
$α$	0.0721	31.13
$β$	0.9279	486.83
$γ$	0.0660	3.83
$δ$	1.8335	30.59

Estimation Period:
Jul 11, 1994 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts