V-Lab: KidariStudio Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

KidariStudio Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:39.57% (+0.09%)

Analysis last updated: Thursday, May 9, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3667	10.96
$α$	0.1771	34.93
$β$	0.8067	163.39
$γ$	-0.0545	-6.30
$δ$	1.6192	19.20

Estimation Period:
Jul 22, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts