V-Lab: NongShim Co Ltd Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

NongShim Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.06% (-1.80%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1634	21.67
$α$	0.1528	32.86
$β$	0.8165	264.83
$γ$	-0.0042	-0.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts