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

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V-Lab

Cosmochemical Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.84% (-1.29%)

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
$ω$	0.1953	13.78
$α$	0.1371	46.58
$β$	0.8535	296.56
$γ$	-0.0222	-3.04
$δ$	1.7640	40.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts