V-Lab
V-Lab
CCR SA MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:24.99% (-0.01%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CCR SA MEM
paramt-stat
ω0.18201.02
α0.09353.69
β0.8767165.86
Estimation Period:
Feb 7, 2002 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts