V-Lab: HD HYUNDAI MIPO Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

HD HYUNDAI MIPO Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:46.56% (-2.72%)

Analysis last updated: Wednesday, May 15, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1777	20.29
$α$	0.1388	52.55
$β$	0.8416	291.72
$γ$	0.0478	8.30
$δ$	1.6903	33.11

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts