V-Lab: Nexen Tire Corp Asy. Power MEM Volatility Analysis

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V-Lab

Nexen Tire Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.90% (-0.44%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1182	11.23
$α$	0.0765	18.98
$β$	0.9077	317.39
$γ$	0.0229	2.86
$δ$	2.4512	24.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts