V-Lab
BM Bank JSC Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, December 16th, 2015:50.50% (-6.96%)
Analysis last updated: Tuesday, December 15, 2015 at 05:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6216 | 9.05 | |
| 0.3065 | 5.28 | |
| 0.6827 | 51.62 | |
| -0.0671 | -0.64 |
Estimation Period:
Dec 17, 2004 to Dec 11, 2015
Dec 17, 2004 to Dec 11, 2015
News Impact Curve
Volatility Forecasts
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