V-Lab
Woori Investment Bank Co Ltd/Gwangju Korea MEM Volatility Analysis
Volatility Prediction for Friday, August 4th, 2023:28.24% (-0.35%)
Analysis last updated: Saturday, August 5, 2023 at 12:26 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1937 | 10.00 | |
| 0.1945 | 47.85 | |
| 0.8022 | 185.78 |
Estimation Period:
Jan 3, 1990 to Jul 28, 2023
Jan 3, 1990 to Jul 28, 2023
News Impact Curve
Volatility Forecasts
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