V-Lab: SunEdison Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

SunEdison Inc Asy. MEM Volatility Analysis

Volatility Prediction for Monday, January 1st, 2018:141.50% (-6.51%)

Analysis last updated: Saturday, December 30, 2017 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0916	9.29
$α$	0.0527	10.40
$β$	0.9126	203.80
$γ$	0.0693	9.54

Estimation Period:
Jul 13, 1995 to Dec 29, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts