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

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V-Lab

Wiscom Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.63% (-1.70%)

Analysis last updated: Friday, May 3, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0307	20.84
$α$	0.1863	37.85
$β$	0.8137	183.38
$γ$	-0.0555	-5.50
$δ$	1.5548	22.44

Estimation Period:
Nov 26, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts