V-Lab
V-Lab
Ukrsotsbank JSCB MEM Volatility Analysis
Volatility Prediction for Monday, December 26th, 2016:93.44% (-11.01%)

Analysis last updated: Friday, December 23, 2016 at 04:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ukrsotsbank JSCB MEM
paramt-stat
ω1.960110.89
α0.24503.65
β0.755048.10
Estimation Period:
May 11, 2006 to Dec 23, 2016
Impact of return on volatility tomorrow
Volatility Forecasts