V-Lab: DRB Industrial Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

DRB Industrial Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:37.24% (+1.70%)

Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0978	10.00
$α$	0.3066	33.60
$β$	0.6623	59.98
$γ$	-0.0609	-4.26
$δ$	0.5000	8.22

Estimation Period:
Oct 19, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts