V-Lab: Samwha Electronics Co Ltd Asy. MEM Volatility Analysis

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V-Lab

Samwha Electronics Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:46.43% (+1.33%)

Analysis last updated: Tuesday, April 30, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4371	28.38
$α$	0.1524	32.70
$β$	0.8300	262.42
$γ$	-0.0160	-2.05

Estimation Period:
Jan 5, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts