V-Lab: Bohae Brewery Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Bohae Brewery Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:21.61% (+0.18%)

Analysis last updated: Saturday, May 4, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2311	16.68
$α$	0.1693	46.73
$β$	0.8158	249.79
$γ$	-0.1064	-12.50
$δ$	1.7762	34.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts