V-Lab: Bookook Steel Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Bookook Steel Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.48% (-0.62%)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0479	6.51
$α$	0.0407	6.38
$β$	0.9385	458.72
$γ$	-0.0200	-0.60
$δ$	2.8962	9.04

Estimation Period:
Aug 7, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts