V-Lab: LG Life Sciences Ltd Asy. Power MEM Volatility Analysis

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V-Lab

LG Life Sciences Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, December 28th, 2016:26.71% (+1.01%)

Analysis last updated: Tuesday, December 27, 2016 at 09:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0520	7.58
$α$	0.1522	33.67
$β$	0.8464	184.81
$γ$	0.0069	0.57
$δ$	1.2183	16.21

Estimation Period:
Aug 20, 2002 to Dec 23, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts