V-Lab: Cheil Industries Inc/Old Asy. Power MEM Volatility Analysis

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V-Lab

Cheil Industries Inc/Old Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, June 27th, 2014:32.53% (+4.89%)

Analysis last updated: Monday, July 14, 2014 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0479	19.85
$α$	0.1544	57.94
$β$	0.8456	310.55
$γ$	0.0213	3.35
$δ$	1.5588	32.14

Estimation Period:
Jan 3, 1990 to Jun 20, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts