V-Lab: AMOREPACIFIC Group Asy. MEM Volatility Analysis

V-Lab

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V-Lab

AMOREPACIFIC Group Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:49.05% (+3.08%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2738	28.61
$α$	0.1523	42.42
$β$	0.8126	268.64
$γ$	0.0063	1.04

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts