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

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V-Lab

DL Construction Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, February 8th, 2024:45.52% (-0.41%)

Analysis last updated: Friday, February 9, 2024 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1276	13.55
$α$	0.1438	38.93
$β$	0.8513	262.84
$γ$	-0.0166	-2.72
$δ$	1.6465	19.38

Estimation Period:
Jan 3, 1990 to Feb 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts