V-Lab: Namhae Chemical Corp Asy. Power MEM Volatility Analysis

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V-Lab

Namhae Chemical Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:15.65% (-0.55%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1199	16.21
$α$	0.2638	62.69
$β$	0.7362	158.70
$γ$	-0.0196	-2.94
$δ$	1.2189	18.78

Estimation Period:
Nov 16, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts