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

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V-Lab

Busan Industrial Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.81% (-0.55%)

Analysis last updated: Thursday, April 18, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3793	15.72
$α$	0.1691	33.91
$β$	0.8096	152.21
$γ$	-0.0041	-0.48
$δ$	1.6734	27.82

Estimation Period:
Feb 5, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts