V-Lab
V-Lab
Bolsa de Valores de Lima General Sector Index Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, November 23rd, 2021:20.63% (+3.98%)

Analysis last updated: Tuesday, November 23, 2021 at 05:16 AM UTC

Date Range:

from

to

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graph of Bolsa de Valores de Lima General Sector Index AMEM
paramt-stat
ω0.102015.02
α0.330016.28
β0.590944.49
γ0.12386.34
Estimation Period:
Mar 31, 1997 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts