V-Lab: Tailim Packaging Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Tailim Packaging Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:29.69% (-1.81%)

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
$ω$	0.2103	16.05
$α$	0.1782	41.26
$β$	0.8033	185.87
$γ$	-0.0445	-5.67
$δ$	1.6658	29.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts