V-Lab: STX Corp/Korea Asy. Power MEM Volatility Analysis

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V-Lab

STX Corp/Korea Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:42.80% (-1.15%)

Analysis last updated: Thursday, April 18, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2653	15.81
$α$	0.2012	56.50
$β$	0.7920	213.60
$γ$	0.0517	6.95
$δ$	1.5059	35.74

Estimation Period:
Oct 12, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts