V-Lab: CCR SA Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

CCR SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.63% (0.00%)

Analysis last updated: Thursday, May 2, 2024 at 04:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3178	3.48
$α$	0.0919	12.63
$β$	0.8639	255.67
$γ$	0.0660	5.58
$δ$	2.8421	12.58

Estimation Period:
Feb 7, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts