V-Lab: KC Green Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

KC Green Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:52.04% (-2.52%)

Analysis last updated: Wednesday, May 15, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1652	10.14
$α$	0.1203	30.23
$β$	0.8674	239.73
$γ$	-0.0447	-4.93
$δ$	1.5528	15.34

Estimation Period:
Sep 20, 1995 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts