V-Lab: Kolmar Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Kolmar Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:32.29% (+0.22%)

Analysis last updated: Thursday, May 9, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1155	14.95
$α$	0.0897	17.67
$β$	0.8993	250.42
$γ$	-0.0189	-1.82
$δ$	2.2917	20.95

Estimation Period:
Oct 25, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts