V-Lab: Shanghai Jiao Yun Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Shanghai Jiao Yun Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:43.18% (-2.73%)

Analysis last updated: Wednesday, May 1, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1176	19.48
$α$	0.2427	69.78
$β$	0.7505	209.69
$γ$	-0.0453	-6.95
$δ$	1.3231	25.67

Estimation Period:
Sep 28, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts