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

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V-Lab

Kumkang Kind Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:24.90% (-0.32%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1461	16.84
$α$	0.1441	47.48
$β$	0.8459	322.36
$γ$	-0.0404	-5.86
$δ$	2.0502	40.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts