V-Lab: HwaSung Industrial Co Ltd Asy. MEM Volatility Analysis

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V-Lab

HwaSung Industrial Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:23.09% (+0.72%)

Analysis last updated: Sunday, May 19, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1487	25.30
$α$	0.1574	36.40
$β$	0.8350	298.43
$γ$	-0.0120	-1.84

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts