V-Lab: Chokwang Paint Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Chokwang Paint Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:27.05% (+0.32%)

Analysis last updated: Wednesday, May 15, 2024 at 02:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2144	13.97
$α$	0.1725	45.37
$β$	0.8111	195.34
$γ$	-0.0390	-5.19
$δ$	1.9962	38.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts