V-Lab: Hwa Shin Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Hwa Shin Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.81% (+0.80%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1701	18.97
$α$	0.1763	44.38
$β$	0.8068	178.45
$γ$	-0.0050	-0.65
$δ$	1.3876	24.42

Estimation Period:
Feb 3, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts