V-Lab: Sewon E&C Co Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Sewon E&C Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 7th, 2023:116.06% (-12.66%)

Analysis last updated: Friday, April 7, 2023 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3780	9.81
$α$	0.2653	39.77
$β$	0.6784	81.79
$γ$	0.0238	2.34
$δ$	1.1759	14.87

Estimation Period:
Jul 31, 2006 to Mar 31, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts