V-Lab: Daesung Energy Co Ltd APARCH Volatility Analysis

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V-Lab

Daesung Energy Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:53.05% (-1.87%)

Analysis last updated: Thursday, May 9, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0179	5.38
$α$	0.0756	9.04
$β$	0.9178	112.59
$γ$	-0.0371	-0.56
$δ$	2.2104	9.94

Estimation Period:
Dec 24, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts