V-Lab: Samyang Foods Co Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Samyang Foods Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:55.10% (+0.02%)

Analysis last updated: Thursday, May 9, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1682	14.07
$α$	0.1349	46.33
$β$	0.8521	340.56
$γ$	-0.0483	-7.16
$δ$	2.2045	38.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts