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

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V-Lab

KleanNara Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:50.84% (-4.33%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3282	21.46
$α$	0.1923	30.71
$β$	0.8071	211.35
$γ$	-0.0401	-4.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts