V-Lab: Manho Rope & Wire Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Manho Rope & Wire Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, September 26th, 2023:93.74% (-3.34%)

Analysis last updated: Tuesday, September 26, 2023 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1162	17.99
$α$	0.1111	30.13
$β$	0.8684	283.34
$γ$	-0.0583	-6.16
$δ$	2.3991	35.30

Estimation Period:
Jan 3, 1990 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts