V-Lab: Samyang Tongsang Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Samyang Tongsang Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.86% (-1.16%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0487	19.80
$α$	0.1465	52.07
$β$	0.8529	319.67
$γ$	-0.0197	-2.87
$δ$	1.8213	40.00

Estimation Period:
Jan 9, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts