V-Lab: Morgan Stanley Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Morgan Stanley Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:21.05% (-1.12%)

Analysis last updated: Friday, May 3, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0993	31.05
$α$	0.1424	42.25
$β$	0.7938	311.55
$γ$	0.0973	15.17

Estimation Period:
Feb 23, 1993 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts