V-Lab
V-Lab
Vienna Stock Exchange Austrian Traded Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.00% (+0.16%)

Analysis last updated: Thursday, May 2, 2024 at 04:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vienna Stock Exchange Austrian Traded Index AMEM
paramt-stat
ω0.051032.95
α0.118034.44
β0.7857281.10
γ0.124018.56
Estimation Period:
Sep 24, 1991 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts