V-Lab: Hwaseung Corp Co Ltd APARCH Volatility Analysis

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V-Lab

Hwaseung Corp Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.04% (-0.22%)

Analysis last updated: Tuesday, May 7, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5485	2.98
$α$	0.0862	10.56
$β$	0.8598	95.01
$γ$	0.0731	6.85
$δ$	2.1836	9.81

Estimation Period:
Feb 22, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts