V-Lab: IS Dongseo Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

IS Dongseo Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:35.85% (+3.92%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1049	6.77
$α$	0.1009	25.37
$β$	0.8922	297.51
$γ$	0.0001	0.00
$δ$	1.9979	29.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts