V-Lab
V-Lab
Bear Stearns Asy. MEM Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2008:77.28% (-9.46%)

Analysis last updated: Sunday, November 9, 2014 at 04:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bear Stearns AMEM
paramt-stat
ω0.137425.50
α0.154828.27
β0.7839181.49
γ0.09106.98
Estimation Period:
Jan 2, 1990 to May 30, 2008
Impact of return on volatility tomorrow
Volatility Forecasts