V-Lab: Asia Cement Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Asia Cement Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.99% (-0.53%)

Analysis last updated: Friday, April 19, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0626	8.94
$α$	0.2127	31.85
$β$	0.7782	121.81
$γ$	-0.0955	-10.10
$δ$	0.9638	8.24

Estimation Period:
Nov 6, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts