V-Lab: Anam Electronics Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Anam Electronics Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.81% (+0.08%)

Analysis last updated: Thursday, May 9, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3409	9.61
$α$	0.1537	23.69
$β$	0.8296	189.50
$γ$	-0.0258	-3.54
$δ$	2.0770	18.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts