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

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V-Lab

Duksung Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:95.87% (-6.00%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2666	11.40
$α$	0.1454	39.70
$β$	0.8396	280.79
$γ$	-0.0472	-7.22
$δ$	1.9559	32.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts