V-Lab: Miwon Chemicals Co Ltd AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Miwon Chemicals Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:13.54% (-0.07%)

Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2041	24.54
$α$	0.3263	27.46
$β$	0.6596	87.94
$γ$	-0.0231	-0.77

Estimation Period:
Feb 15, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts