V-Lab: Asiana Airlines Inc Asy. Power MEM Volatility Analysis

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V-Lab

Asiana Airlines Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.91% (+3.21%)

Analysis last updated: Friday, April 19, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0999	13.00
$α$	0.2644	47.22
$β$	0.7356	127.09
$γ$	0.0545	6.82
$δ$	1.0638	13.41

Estimation Period:
Dec 24, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts