V-Lab: Korea Aerospace Industries Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Korea Aerospace Industries Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:30.15% (+0.05%)

Analysis last updated: Wednesday, May 15, 2024 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1871	6.23
$α$	0.1061	11.69
$β$	0.8683	73.29
$γ$	0.0450	1.14
$δ$	1.5976	17.20

Estimation Period:
Jun 30, 2011 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts