V-Lab: KB Bookook No 1 Development REIT Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

KB Bookook No 1 Development REIT Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, March 2nd, 2015:1107.30% (+414.71%)

Analysis last updated: Friday, February 27, 2015 at 07:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1895	9.54
$α$	0.3723	15.34
$β$	0.6277	22.50
$γ$	0.0085	0.23
$δ$	1.3668	6.32

Estimation Period:
Jun 12, 2012 to Feb 27, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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