V-Lab: China Finance Online Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

China Finance Online Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 4th, 2024:6977.16% (-47.34%)

Analysis last updated: Thursday, April 4, 2024 at 03:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2084	0.39
$α$	0.0076	0.54
$β$	0.9799	318.67
$γ$	0.4649	3.19
$δ$	3.0000	1.29

Estimation Period:
Oct 15, 2004 to Dec 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts