V-Lab: Shinyoung Securities Co Ltd Asy. MEM Volatility Analysis

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V-Lab

Shinyoung Securities Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.21% (-1.38%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0315	18.85
$α$	0.1313	36.09
$β$	0.8643	332.42
$γ$	0.0087	1.48

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts