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

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V-Lab

Samick THK Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.22% (-1.57%)

Analysis last updated: Wednesday, May 1, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1928	16.45
$α$	0.1294	33.22
$β$	0.8516	251.72
$γ$	-0.0781	-9.41
$δ$	1.8964	28.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts