V-Lab: KyungDong Invest Co Ltd APARCH Volatility Analysis

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V-Lab

KyungDong Invest Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:35.19% (-2.46%)

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
$ω$	0.0868	12.89
$α$	0.1373	16.78
$β$	0.8627	113.54
$γ$	0.0694	5.13
$δ$	1.8311	32.91

Estimation Period:
Mar 7, 1997 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts