V-Lab: Seondo Electric Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Seondo Electric Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, March 22nd, 2022:44.82% (-2.82%)

Analysis last updated: Wednesday, July 20, 2022 at 01:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1546	25.54
$α$	0.2089	54.90
$β$	0.7911	206.18
$γ$	-0.0656	-8.42
$δ$	1.3645	34.39

Estimation Period:
Jan 3, 1990 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts