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

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V-Lab

OM Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:50.44% (-0.09%)

Analysis last updated: Saturday, May 4, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	1.58
$α$	0.0420	5.68
$β$	0.9253	190.48
$γ$	0.0622	3.21
$δ$	2.8429	10.34

Estimation Period:
Mar 19, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts