V-Lab: Bolak Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Bolak Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:25.35% (-0.61%)

Analysis last updated: Thursday, April 18, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2505	20.97
$α$	0.1469	45.36
$β$	0.8290	217.13
$γ$	-0.0759	-7.52
$δ$	1.5354	39.31

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts