V-Lab
V-Lab
3M Co Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:29.92% (-1.69%)

Analysis last updated: Thursday, April 18, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co AMEM
paramt-stat
ω0.063229.33
α0.124932.35
β0.8105287.83
γ0.073611.17
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts