V-Lab: AMOREPACIFIC Group Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

AMOREPACIFIC Group Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:48.75% (-1.45%)

Analysis last updated: Tuesday, April 30, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1534	19.64
$α$	0.1631	61.22
$β$	0.8120	255.28
$γ$	0.0047	0.81
$δ$	1.3473	28.89

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts