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

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V-Lab

Kyungnam Energy Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 19th, 2016:274.63% (-21.94%)

Analysis last updated: Wednesday, May 18, 2016 at 07:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2403	3.27
$α$	0.1297	13.24
$β$	0.8269	106.82
$γ$	-0.0379	-3.26
$δ$	2.4705	9.64

Estimation Period:
Dec 27, 1994 to May 13, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts