V-Lab: Incheon City Gas Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Incheon City Gas Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:10.76% (+0.04%)

Analysis last updated: Wednesday, May 22, 2024 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0220	14.27
$α$	0.1800	26.22
$β$	0.8200	118.44
$γ$	-0.0430	-2.89
$δ$	1.1761	18.13

Estimation Period:
Nov 7, 2006 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts