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

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V-Lab

ISU Chemical Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.40% (+0.39%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1477	13.76
$α$	0.1873	58.68
$β$	0.8041	224.91
$γ$	0.0027	0.39
$δ$	1.5184	28.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts