V-Lab: Millicom International Cellular SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Millicom International Cellular SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.77% (-0.23%)

Analysis last updated: Saturday, April 20, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0483	14.81
$α$	0.1270	35.59
$β$	0.8643	217.38
$γ$	0.1530	13.73
$δ$	0.9908	16.87

Estimation Period:
Mar 30, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts