V-Lab: Samwhan Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Samwhan Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 15th, 2015:192.81% (+12.72%)

Analysis last updated: Friday, November 20, 2015 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1489	9.98
$α$	0.1575	33.07
$β$	0.8389	183.32
$γ$	0.0272	3.17
$δ$	1.8265	26.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts