V-Lab: Guan Chong Bhd Asy. MEM Volatility Analysis

V-Lab

Guan Chong Bhd Asy. MEM Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:41.53% (-0.78%)

Analysis last updated: Monday, August 4, 2025 at 04:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0093	11.43
$α$	0.0618	22.65
$β$	0.9396	311.96
$γ$	-0.0028	-0.49

Estimation Period:
Apr 18, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts