V-Lab: Saeron Automotive Corp Asy. Power MEM Volatility Analysis

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V-Lab

Saeron Automotive Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:21.37% (-0.38%)

Analysis last updated: Thursday, May 9, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0646	14.36
$α$	0.1964	39.97
$β$	0.7950	152.94
$γ$	0.0082	0.70
$δ$	0.9472	14.71

Estimation Period:
Oct 21, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts