V-Lab: Hanwha Engine APARCH Volatility Analysis

V-Lab

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V-Lab

Hanwha Engine APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:44.31% (-5.79%)

Analysis last updated: Thursday, May 16, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3595	11.28
$α$	0.1500	19.82
$β$	0.7708	67.67
$γ$	0.0627	2.02
$δ$	1.0103	14.24

Estimation Period:
Jan 4, 2011 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts