V-Lab: Han Kuk Carbon Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Han Kuk Carbon Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.25% (+0.22%)

Analysis last updated: Wednesday, May 15, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0438	28.91
$α$	0.1733	61.20
$β$	0.8246	265.06
$γ$	0.0162	2.19
$δ$	0.7745	38.85

Estimation Period:
Dec 21, 1995 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts