V-Lab: SK RENT A CAR Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

SK RENT A CAR Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, January 12th, 2024:37.30% (+8.17%)

Analysis last updated: Saturday, January 13, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2581	5.54
$α$	0.2249	37.97
$β$	0.7166	81.61
$γ$	-0.0465	-4.25
$δ$	1.2477	7.84

Estimation Period:
Jul 27, 2012 to Jan 5, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts