V-Lab: American International Group Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

American International Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.81% (-0.43%)

Analysis last updated: Friday, April 19, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0410	20.99
$α$	0.1932	60.80
$β$	0.8049	244.12
$γ$	0.1247	22.85
$δ$	1.3687	31.83

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts