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

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V-Lab

Empire Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:20.30% (+0.05%)

Analysis last updated: Thursday, May 16, 2024 at 12:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1204	23.37
$α$	0.1173	40.79
$β$	0.8390	252.18
$γ$	0.0063	0.89
$δ$	2.2381	48.07

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts