V-Lab: Lee Ku Industrial Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Lee Ku Industrial Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:80.13% (-6.54%)

Analysis last updated: Tuesday, April 30, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1535	12.21
$α$	0.1960	34.71
$β$	0.8040	149.39
$γ$	0.0030	0.37
$δ$	1.4733	15.74

Estimation Period:
Jan 2, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts