V-Lab: Kum Yang Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Kum Yang Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:71.11% (+2.63%)

Analysis last updated: Thursday, May 9, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2916	16.90
$α$	0.1965	56.98
$β$	0.7787	214.80
$γ$	-0.1082	-14.28
$δ$	1.5116	33.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts