V-Lab: Hyundai Rotem Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Hyundai Rotem Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.01% (+1.25%)

Analysis last updated: Wednesday, May 15, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0563	8.65
$α$	0.2212	37.23
$β$	0.7704	120.06
$γ$	-0.1407	-10.13
$δ$	0.6812	7.43

Estimation Period:
Oct 30, 2013 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts