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

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V-Lab

Dongsung Chemical Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, March 30th, 2021:32.08% (-0.05%)

Analysis last updated: Monday, March 29, 2021 at 09:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1783	12.52
$α$	0.1454	24.06
$β$	0.8368	181.16
$γ$	-0.0480	-4.70
$δ$	2.1941	23.28

Estimation Period:
Jan 3, 1990 to Mar 26, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts