V-Lab: Credit Suisse Group AG Asy. MEM Volatility Analysis

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V-Lab

Credit Suisse Group AG Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 12th, 2023:51.09% (-3.48%)

Analysis last updated: Friday, June 9, 2023 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0757	7.49
$α$	0.1206	19.36
$β$	0.8322	172.98
$γ$	0.0783	7.06

Estimation Period:
Jul 17, 1995 to Jun 9, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts