V-Lab: LG Innotek Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

LG Innotek Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:44.85% (-3.31%)

Analysis last updated: Tuesday, April 30, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1695	10.13
$α$	0.1678	41.40
$β$	0.7921	149.46
$γ$	0.0755	8.58
$δ$	1.1576	14.52

Estimation Period:
Jul 24, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts