V-Lab: Amorepacific Corp Asy. MEM Volatility Analysis

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V-Lab

Amorepacific Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.45% (-2.55%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2423	27.61
$α$	0.2114	31.05
$β$	0.7606	192.03
$γ$	-0.0112	-1.04

Estimation Period:
Jun 29, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts