V-Lab: JPMorgan Chase & Co Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

JPMorgan Chase & Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.90% (-1.80%)

Analysis last updated: Friday, April 26, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0442	22.25
$α$	0.2132	67.58
$β$	0.7834	238.03
$γ$	0.1303	26.23
$δ$	1.0998	26.69

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts