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

V-Lab

| |

V-Lab

Kukbo Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, March 22nd, 2024:94.87% (-7.51%)

Analysis last updated: Friday, March 22, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3302	18.11
$α$	0.1698	45.59
$β$	0.8166	245.52
$γ$	-0.0765	-9.85
$δ$	1.8533	35.03

Estimation Period:
Jan 3, 1990 to Mar 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts