V-Lab: Reinet Investments SCA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Reinet Investments SCA Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 5th, 2024:65.42% (+1.28%)

Analysis last updated: Friday, April 5, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0907	7.51
$α$	0.0152	9.16
$β$	0.9679	618.49
$γ$	0.1513	8.04
$δ$	2.7254	26.95

Estimation Period:
Oct 21, 2008 to Mar 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts