V-Lab: Chonbang Co Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Chonbang Co Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:29.11% (-0.95%)

Analysis last updated: Tuesday, November 12, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2889	16.47
$α$	0.1656	26.63
$β$	0.8306	222.21
$γ$	-0.0368	-3.90

Estimation Period:
Jan 18, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts