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

V-Lab

| |

V-Lab

Bookook Steel Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.58% (-0.38%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0481	6.50
$α$	0.0406	6.39
$β$	0.9385	460.50
$γ$	-0.0215	-0.65
$δ$	2.9013	9.05

Estimation Period:
Aug 7, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts