V-Lab: E-World MEM Volatility Analysis

V-Lab

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V-Lab

E-World MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.85% (-1.35%)

Analysis last updated: Tuesday, April 30, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2171	8.34
$α$	0.1780	34.16
$β$	0.8220	205.20

Estimation Period:
Jul 26, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts