V-Lab: NongShim Co Ltd Asy. MEM Volatility Analysis

V-Lab

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V-Lab

NongShim Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:38.30% (+12.72%)

Analysis last updated: Wednesday, May 15, 2024 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1636	21.66
$α$	0.1528	32.85
$β$	0.8162	264.40
$γ$	-0.0040	-0.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts