V-Lab: Kangwon Land Inc Asy. Power MEM Volatility Analysis

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V-Lab

Kangwon Land Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.78% (-1.02%)

Analysis last updated: Tuesday, April 30, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0747	14.21
$α$	0.1643	50.50
$β$	0.8240	246.04
$γ$	0.0211	3.21
$δ$	1.7027	27.21

Estimation Period:
Oct 26, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts