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

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V-Lab

Daewoong Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.60% (+0.08%)

Analysis last updated: Tuesday, April 30, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1852	16.17
$α$	0.1138	39.61
$β$	0.8658	330.97
$γ$	-0.0565	-6.24
$δ$	2.0121	31.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts