V-Lab: Han Kuk Carbon Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Han Kuk Carbon Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.64% (+7.38%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0440	28.98
$α$	0.1736	61.19
$β$	0.8243	264.37
$γ$	0.0164	2.23
$δ$	0.7742	38.87

Estimation Period:
Dec 21, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts