V-Lab: Lkp Securities Ltd AGARCH Volatility Analysis

V-Lab

Lkp Securities Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:47.27% (-2.70%)

Analysis last updated: Sunday, June 29, 2025 at 05:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6684	18.78
$α$	0.1563	25.98
$β$	0.7136	76.28
$γ$	-0.5196	-5.68

Estimation Period:
Dec 1, 2016 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts