V-Lab
V-Lab
FTSE All-Share Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:11.60% (-0.81%)

Analysis last updated: Tuesday, April 23, 2024 at 04:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE All-Share Index AMEM
paramt-stat
ω0.020915.66
α0.072320.15
β0.8180246.76
γ0.174422.72
Estimation Period:
Jul 18, 1997 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts