V-Lab: Chungho ICT Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Chungho ICT Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, March 31st, 2021:191.82% (-2.72%)

Analysis last updated: Tuesday, March 30, 2021 at 09:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2474	13.76
$α$	0.1721	44.48
$β$	0.8116	196.32
$γ$	0.0107	1.29
$δ$	1.5903	28.56

Estimation Period:
Aug 27, 1990 to Mar 26, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts