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

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V-Lab

Ilshin Stone Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:29.97% (-0.56%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2770	14.83
$α$	0.1440	47.09
$β$	0.8441	301.45
$γ$	-0.0734	-9.61
$δ$	1.9086	37.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts