V-Lab
V-Lab
FTSE SmallCap Index Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:9.69% (-0.50%)

Analysis last updated: Wednesday, April 24, 2024 at 04:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FTSE SmallCap Index AMEM
paramt-stat
ω0.00114.30
α0.143030.58
β0.8330266.31
γ0.04796.45
Estimation Period:
Jun 11, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts