V-Lab: Dae Hyun Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Dae Hyun Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:16.44% (-0.33%)

Analysis last updated: Tuesday, April 30, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0479	18.28
$α$	0.1048	33.83
$β$	0.8951	373.11
$γ$	-0.1192	-13.34
$δ$	1.9493	35.03

Estimation Period:
Jan 2, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts