V-Lab: DI Dongil Corp Asy. Power MEM Volatility Analysis

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V-Lab

DI Dongil Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:32.70% (-0.41%)

Analysis last updated: Thursday, May 9, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0479	12.58
$α$	0.1034	19.40
$β$	0.8913	251.28
$γ$	-0.0462	-4.39
$δ$	2.0582	24.59

Estimation Period:
Jan 8, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts