V-Lab: SGC Energy Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

SGC Energy Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.06% (+0.06%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0824	15.36
$α$	0.1169	38.47
$β$	0.8777	299.16
$γ$	-0.0044	-0.56
$δ$	1.8818	39.61

Estimation Period:
Jan 12, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts