V-Lab: Hanjin Kal Corp Asy. Power MEM Volatility Analysis

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V-Lab

Hanjin Kal Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:37.59% (-0.71%)

Analysis last updated: Saturday, May 4, 2024 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6274	5.51
$α$	0.1262	19.44
$β$	0.8134	97.36
$γ$	0.0062	0.50
$δ$	2.0751	18.51

Estimation Period:
Sep 16, 2013 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts