V-Lab: Shinwon Corp Asy. Power MEM Volatility Analysis

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V-Lab

Shinwon Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.86% (+0.11%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1753	14.04
$α$	0.2122	45.90
$β$	0.7874	171.06
$γ$	-0.0369	-4.71
$δ$	1.4613	21.40

Estimation Period:
May 11, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts