V-Lab: Kocref Reit15 MEM Volatility Analysis

V-Lab

| |

V-Lab

Kocref Reit15 MEM Volatility Analysis

Volatility Prediction for Friday, October 16th, 2015:29.89% (-0.75%)

Analysis last updated: Thursday, October 15, 2015 at 07:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0058	1.36
$α$	0.0501	8.06
$β$	0.9499	202.59

Estimation Period:
Jan 29, 2010 to Oct 8, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts