V-Lab: SNT Holdings Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

SNT Holdings Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.12% (-0.69%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0879	12.38
$α$	0.1943	31.81
$β$	0.7977	132.52
$γ$	-0.0067	-0.78
$δ$	1.1790	15.33

Estimation Period:
Mar 17, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts