V-Lab
SBW Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, July 6th, 2023:67.38% (-12.69%)
Analysis last updated: Thursday, July 6, 2023 at 06:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2261 | 22.65 | |
| 0.3324 | 27.07 | |
| 0.6206 | 79.87 | |
| -0.0248 | -1.15 |
Estimation Period:
Jun 10, 2008 to Jun 30, 2023
Jun 10, 2008 to Jun 30, 2023