V-Lab: THN Corp Asy. MEM Volatility Analysis

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V-Lab

THN Corp Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.22% (-0.15%)

Analysis last updated: Tuesday, April 30, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6424	34.42
$α$	0.2977	41.97
$β$	0.6999	165.77
$γ$	-0.0598	-5.64

Estimation Period:
Aug 9, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts