V-Lab: Union Steel Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Union Steel Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, December 26th, 2014:33.98% (+0.66%)

Analysis last updated: Wednesday, December 24, 2014 at 10:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3330	10.19
$α$	0.0742	14.98
$β$	0.8918	195.71
$γ$	-0.0793	-4.23
$δ$	2.3723	36.00

Estimation Period:
Jan 8, 1990 to Dec 24, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts