V-Lab: KSS LINE Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

KSS LINE Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.41% (-0.74%)

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
$ω$	0.1127	13.50
$α$	0.1032	19.29
$β$	0.8751	145.74
$γ$	0.0046	0.16
$δ$	1.4750	20.10

Estimation Period:
Oct 26, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts