V-Lab: CJ Seafood Corp Asy. Power MEM Volatility Analysis

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V-Lab

CJ Seafood Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:31.00% (+5.83%)

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
$ω$	0.0468	12.11
$α$	0.0648	17.54
$β$	0.9192	371.23
$γ$	-0.0976	-6.75
$δ$	2.4864	34.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts