V-Lab
Meritz Securities Co Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 3rd, 2023:56.75% (+11.86%)
Analysis last updated: Saturday, April 1, 2023 at 07:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2555 | 23.68 | |
| 0.2403 | 40.66 | |
| 0.7293 | 180.13 | |
| 0.0315 | 3.17 |
Estimation Period:
Jan 15, 1992 to Mar 31, 2023
Jan 15, 1992 to Mar 31, 2023
News Impact Curve
Volatility Forecasts
Other Meritz Securities Co Ltd Analyses