V-Lab: Daishin Securities Co Ltd Asy. MEM Volatility Analysis

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V-Lab

Daishin Securities Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.91% (-0.51%)

Analysis last updated: Saturday, May 11, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0818	22.68
$α$	0.1768	45.60
$β$	0.8110	288.40
$γ$	0.0126	1.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts