V-Lab: HL D&I HALLA CORP Asy. Power MEM Volatility Analysis

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V-Lab

HL D&I HALLA CORP Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.75% (-0.12%)

Analysis last updated: Wednesday, May 15, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1134	11.83
$α$	0.0970	13.92
$β$	0.8938	150.17
$γ$	0.0270	2.33
$δ$	1.9016	13.45

Estimation Period:
Aug 24, 1994 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts