V-Lab: DenizBank AS Asy. Power MEM Volatility Analysis

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V-Lab

DenizBank AS Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, November 15th, 2019:32.21% (-5.70%)

Analysis last updated: Thursday, November 14, 2019 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3474	10.98
$α$	0.2914	31.64
$β$	0.6840	61.64
$γ$	-0.0464	-2.47
$δ$	1.2475	11.97

Estimation Period:
Sep 30, 2004 to Nov 8, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts