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

V-Lab

| |

V-Lab

NongShim Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.58% (-0.99%)

Analysis last updated: Wednesday, May 15, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1686	13.26
$α$	0.1493	46.38
$β$	0.8170	266.47
$γ$	-0.0050	-0.86
$δ$	2.0896	29.19

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts