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

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V-Lab

Sebang Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:25.71% (+1.20%)

Analysis last updated: Wednesday, May 15, 2024 at 02:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0660	12.41
$α$	0.0904	25.13
$β$	0.8935	410.81
$γ$	-0.0008	-0.09
$δ$	2.4004	27.03

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts