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

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V-Lab

Korea Circuit Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:32.72% (-1.11%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2333	14.46
$α$	0.1618	51.44
$β$	0.8141	248.82
$γ$	-0.0051	-0.89
$δ$	1.5560	28.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts