V-Lab: Samwhan Corp Asy. MEM Volatility Analysis

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V-Lab

Samwhan Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, April 15th, 2015:168.09% (-15.36%)

Analysis last updated: Tuesday, April 14, 2015 at 06:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1772	14.12
$α$	0.1485	30.32
$β$	0.8360	190.70
$γ$	0.0173	1.96

Estimation Period:
Jan 3, 1990 to Apr 10, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts