V-Lab: Kolmar Korea Co Ltd APARCH Volatility Analysis

V-Lab

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V-Lab

Kolmar Korea Co Ltd APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.27% (-0.44%)

Analysis last updated: Saturday, May 11, 2024 at 03:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1238	7.20
$α$	0.0690	17.56
$β$	0.9038	155.42
$γ$	0.3106	8.58
$δ$	1.1242	10.93

Estimation Period:
Oct 19, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts