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

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V-Lab

Daechang Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:57.55% (+3.47%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1851	19.24
$α$	0.1934	56.20
$β$	0.7890	207.40
$γ$	-0.0520	-6.51
$δ$	1.3811	34.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts