V-Lab: KR Motors Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

KR Motors Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:93.55% (-10.53%)

Analysis last updated: Thursday, May 9, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3583	15.37
$α$	0.1962	49.05
$β$	0.7914	204.55
$γ$	-0.0389	-5.03
$δ$	1.7709	30.01

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts