V-Lab: Shinsung E&G Energy Co Ltd APARCH Volatility Analysis

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V-Lab

Shinsung E&G Energy Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:39.33% (-0.61%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2306	10.54
$α$	0.1082	37.21
$β$	0.8848	280.63
$γ$	0.0933	6.15
$δ$	1.5426	26.81

Estimation Period:
Jul 31, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts