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

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V-Lab

Lotte Food Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 27th, 2022:27.94% (+2.53%)

Analysis last updated: Wednesday, July 20, 2022 at 01:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2322	13.06
$α$	0.1148	32.06
$β$	0.8490	294.60
$γ$	0.0409	6.68
$δ$	2.5222	34.78

Estimation Period:
Jan 3, 1990 to Jun 24, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts