V-Lab: Hyundai Hysco Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Hyundai Hysco Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 29th, 2015:34.15% (+0.05%)

Analysis last updated: Friday, June 26, 2015 at 07:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3123	10.74
$α$	0.1548	35.79
$β$	0.8241	185.49
$γ$	0.0511	7.19
$δ$	2.0906	27.48

Estimation Period:
Jan 3, 1990 to Jun 26, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts