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

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V-Lab

Anam Electronics Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:29.95% (-0.81%)

Analysis last updated: Saturday, April 13, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3561	9.56
$α$	0.1538	23.70
$β$	0.8285	188.82
$γ$	-0.0253	-3.48
$δ$	2.0861	18.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts