V-Lab: HanChang Paper Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

HanChang Paper Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.59% (-0.73%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2293	13.65
$α$	0.1665	44.29
$β$	0.8203	230.16
$γ$	-0.0918	-13.00
$δ$	1.9944	37.73

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts