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

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V-Lab

Woongjin Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.03% (-0.74%)

Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4241	12.99
$α$	0.2163	55.39
$β$	0.7495	181.56
$γ$	0.0064	0.94
$δ$	1.6170	29.16

Estimation Period:
Nov 24, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts