V-Lab: Hanall Biopharma Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Hanall Biopharma Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:56.97% (+6.85%)

Analysis last updated: Sunday, May 19, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2663	17.89
$α$	0.1572	35.91
$β$	0.8265	199.15
$γ$	-0.0449	-6.52
$δ$	1.8426	35.56

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts