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

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V-Lab

Sajo Seafood Co Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.16% (+0.82%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0981	10.65
$α$	0.2134	34.12
$β$	0.7866	119.15
$γ$	-0.0094	-0.78
$δ$	1.5079	18.36

Estimation Period:
Jun 29, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts