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

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V-Lab

CJ CGV Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.31% (-2.06%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1878	14.94
$α$	0.1918	47.24
$β$	0.7606	152.61
$γ$	0.0738	10.15
$δ$	1.2323	20.03

Estimation Period:
Dec 27, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts