V-Lab: Hansae Co Ltd APARCH Volatility Analysis

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V-Lab

Hansae Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:35.36% (-0.35%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2181	6.54
$α$	0.0319	9.16
$β$	0.9417	197.59
$γ$	0.0633	2.24
$δ$	2.2099	21.28

Estimation Period:
Mar 20, 2009 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts