V-Lab: Samsung S&P High Dividend APAC ex NZ REITs ETF AGARCH Volatility Analysis

V-Lab

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V-Lab

Samsung S&P High Dividend APAC ex NZ REITs ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 1st, 2024:15.53% (-0.36%)

Analysis last updated: Thursday, February 1, 2024 at 04:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0297	5.27
$α$	0.0423	12.47
$β$	0.9215	251.28
$γ$	0.4493	4.54

Estimation Period:
Oct 15, 2020 to Jan 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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