V-Lab: Sung Bo Chemicals Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Sung Bo Chemicals Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:17.27% (+1.03%)

Analysis last updated: Saturday, May 18, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0772	12.52
$α$	0.1458	51.03
$β$	0.8498	285.74
$γ$	-0.0650	-7.62
$δ$	1.6272	24.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts