V-Lab: HL D&I HALLA CORP APARCH Volatility Analysis

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V-Lab

HL D&I HALLA CORP APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:22.15% (+1.03%)

Analysis last updated: Sunday, May 19, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1116	15.74
$α$	0.1051	32.92
$β$	0.8949	307.75
$γ$	0.0497	2.79
$δ$	1.2789	22.92

Estimation Period:
Aug 15, 1994 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts