V-Lab: Dow Inc. MEM Volatility Analysis

V-Lab

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V-Lab

Dow Inc. MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.13% (+0.05%)

Analysis last updated: Thursday, May 2, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1509	3.82
$α$	0.1884	15.81
$β$	0.7760	111.54

Estimation Period:
Mar 20, 2019 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts