V-Lab: ChinHung International Inc Asy. MEM Volatility Analysis

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V-Lab

ChinHung International Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.08% (-0.51%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2921	20.96
$α$	0.1320	22.26
$β$	0.8713	308.33
$γ$	-0.0332	-3.48

Estimation Period:
Jan 18, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts