V-Lab: KyungDong Invest Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

KyungDong Invest Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:46.50% (-3.72%)

Analysis last updated: Saturday, May 18, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0640	16.67
$α$	0.1800	35.93
$β$	0.8200	162.50
$γ$	0.0191	2.14
$δ$	1.6176	30.97

Estimation Period:
Mar 7, 1997 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts