V-Lab: Sajo Seafood Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Sajo Seafood Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.65% (-1.58%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0984	10.65
$α$	0.2126	34.08
$β$	0.7874	119.76
$γ$	-0.0101	-0.84
$δ$	1.5111	18.42

Estimation Period:
Jun 29, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts