V-Lab: CR Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

CR Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:50.26% (-0.44%)

Analysis last updated: Saturday, May 11, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0486	13.59
$α$	0.1556	38.87
$β$	0.8444	256.44
$γ$	-0.0534	-6.29
$δ$	1.6591	33.01

Estimation Period:
Jan 9, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts