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

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V-Lab

Daehan Steel Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.13% (+7.75%)

Analysis last updated: Wednesday, May 15, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2915	14.67
$α$	0.2462	47.37
$β$	0.6975	123.26
$γ$	0.0053	0.74
$δ$	1.4013	23.59

Estimation Period:
Oct 31, 2005 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts