V-Lab
V-Lab
3M Co Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:28.03% (-1.83%)

Analysis last updated: Friday, April 19, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of 3M Co AMEM
paramt-stat
ω0.063929.50
α0.125832.55
β0.8093286.67
γ0.073411.12
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts