V-Lab: Samyang Holdings Corp Asy. Power MEM Volatility Analysis

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V-Lab

Samyang Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.64% (-0.11%)

Analysis last updated: Wednesday, May 15, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1162	18.62
$α$	0.1517	56.15
$β$	0.8354	319.46
$γ$	-0.0363	-5.70
$δ$	1.8463	39.11

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts