V-Lab: D.I Corp MEM Volatility Analysis

V-Lab

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V-Lab

D.I Corp MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:111.05% (-10.50%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5769	10.35
$α$	0.2007	38.20
$β$	0.7644	177.78

Estimation Period:
Aug 15, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts