V-Lab: S-Oil Corp APARCH Volatility Analysis

V-Lab

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V-Lab

S-Oil Corp APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:25.98% (-0.79%)

Analysis last updated: Saturday, May 18, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0428	14.90
$α$	0.0692	35.43
$β$	0.9308	543.06
$γ$	0.0950	6.15
$δ$	1.7472	39.83

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts