V-Lab: Poongsan Holdings Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Poongsan Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.35% (+3.99%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0732	21.89
$α$	0.1871	54.86
$β$	0.8110	248.54
$γ$	0.0313	5.24
$δ$	1.5462	31.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts