V-Lab
V-Lab
Bucharest Stock Exchange Trading Index MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:13.07% (-1.52%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bucharest Stock Exchange Trading Index MEM
paramt-stat
ω0.04679.45
α0.296936.09
β0.6837104.74
Estimation Period:
Sep 29, 2006 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts