V-Lab: Woongjin Thinkbig Co Ltd APARCH Volatility Analysis

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V-Lab

Woongjin Thinkbig Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:27.59% (+0.86%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2312	12.29
$α$	0.1608	28.76
$β$	0.8253	110.15
$γ$	-0.0043	-0.18
$δ$	1.3009	33.05

Estimation Period:
Nov 7, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts