V-Lab
CCR SA Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:25.41% (+0.06%)
Analysis last updated: Thursday, May 2, 2024 at 04:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1724 | 6.49 | |
| 0.0731 | 5.69 | |
| 0.8795 | 217.92 | |
| 0.0405 | 2.33 |
Estimation Period:
Feb 7, 2002 to Apr 26, 2024
Feb 7, 2002 to Apr 26, 2024