V-Lab: MyungMoon Pharm Co Ltd Asy. MEM Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:33.48% (-2.65%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5233	22.77
$α$	0.2386	28.37
$β$	0.7197	128.00
$γ$	0.0293	2.06

Estimation Period:
Jul 10, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts