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

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V-Lab

Meritz Securities Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 3rd, 2023:56.70% (+11.06%)

Analysis last updated: Saturday, April 1, 2023 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1930	14.55
$α$	0.2538	60.26
$β$	0.7369	171.97
$γ$	0.0322	5.80
$δ$	1.6923	24.12

Estimation Period:
Jan 15, 1992 to Mar 31, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts