V-Lab: NAVER Corp APARCH Volatility Analysis

V-Lab

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V-Lab

NAVER Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.10% (-0.91%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0458	12.91
$α$	0.0585	17.80
$β$	0.9399	287.78
$γ$	0.1840	7.74
$δ$	1.0937	20.55

Estimation Period:
Oct 29, 2002 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts