V-Lab: GALAXIA SM Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

GALAXIA SM Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:44.22% (+3.56%)

Analysis last updated: Friday, May 3, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3916	16.78
$α$	0.1708	58.79
$β$	0.7904	224.41
$γ$	-0.1036	-15.18
$δ$	1.4663	35.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts