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

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V-Lab

Samyang Entech Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2014:56.36% (+4.91%)

Analysis last updated: Wednesday, November 26, 2014 at 11:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1893	16.40
$α$	0.1611	39.39
$β$	0.8274	162.01
$γ$	0.0364	2.67
$δ$	1.4189	38.17

Estimation Period:
Jan 4, 1990 to Nov 21, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts