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

V-Lab

| |

V-Lab

Youngone Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.00% (-1.32%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1357	13.80
$α$	0.1679	54.92
$β$	0.8198	285.85
$γ$	-0.0454	-7.91
$δ$	1.8410	33.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts