V-Lab: JOOSUNG Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

JOOSUNG Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, March 30th, 2020:272.59% (-41.97%)

Analysis last updated: Friday, March 27, 2020 at 09:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6562	8.14
$α$	0.2816	35.99
$β$	0.6756	70.09
$γ$	-0.0293	-1.90
$δ$	1.1976	14.15

Estimation Period:
Mar 17, 2009 to Mar 27, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts