V-Lab: Kirin Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Kirin Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.99% (+2.24%)

Analysis last updated: Friday, May 10, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0675	24.60
$α$	0.1824	67.39
$β$	0.7970	257.78
$γ$	0.1062	18.57
$δ$	1.1924	21.88

Estimation Period:
Nov 30, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts