V-Lab: KyungDong Invest Co Ltd Asy. MEM Volatility Analysis

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V-Lab

KyungDong Invest Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:50.45% (-3.59%)

Analysis last updated: Saturday, May 4, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0613	15.62
$α$	0.1675	30.49
$β$	0.8247	173.65
$γ$	0.0155	1.65

Estimation Period:
Mar 7, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts