V-Lab: Pacific Metals Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Pacific Metals Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.71% (-0.65%)

Analysis last updated: Sunday, April 28, 2024 at 01:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1987	13.21
$α$	0.1739	54.03
$β$	0.8122	271.20
$γ$	0.0570	9.83
$δ$	1.8536	33.28

Estimation Period:
Nov 30, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts