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

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V-Lab

Daewoong Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:33.08% (-0.20%)

Analysis last updated: Wednesday, May 15, 2024 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1853	16.16
$α$	0.1138	39.62
$β$	0.8658	331.07
$γ$	-0.0564	-6.24
$δ$	2.0143	31.87

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts