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

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V-Lab

Eagon Industries Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:29.38% (-0.62%)

Analysis last updated: Wednesday, May 15, 2024 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1260	21.90
$α$	0.1615	55.17
$β$	0.8318	263.80
$γ$	-0.0070	-1.05
$δ$	1.4500	34.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts