V-Lab: Lotte Chemical Corp APARCH Volatility Analysis

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V-Lab

Lotte Chemical Corp APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:44.94% (+1.46%)

Analysis last updated: Sunday, May 19, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6687	1.85
$α$	0.0585	6.09
$β$	0.8868	101.78
$γ$	0.0963	6.76
$δ$	2.5201	7.11

Estimation Period:
May 30, 1991 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts