V-Lab: Hanwha Aerospace Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Hanwha Aerospace Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:52.46% (-3.78%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0470	34.48
$α$	0.1612	65.12
$β$	0.8388	327.90
$γ$	0.0058	0.92
$δ$	1.0799	30.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts