V-Lab: Noroo Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Noroo Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.07% (-1.41%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1683	14.92
$α$	0.1356	40.55
$β$	0.8425	262.79
$γ$	-0.0210	-2.63
$δ$	1.9226	35.60

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts