V-Lab: Daesang Corp Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Daesang Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.84% (-0.68%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0840	6.01
$α$	0.0970	24.14
$β$	0.8898	210.20
$γ$	-0.0640	-8.82
$δ$	2.3061	32.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts