V-Lab: Wells Fargo & Co Asy. Power MEM Volatility Analysis

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V-Lab

Wells Fargo & Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:20.35% (0.00%)

Analysis last updated: Friday, May 3, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0296	17.58
$α$	0.2037	58.72
$β$	0.7963	238.83
$γ$	0.1380	24.57
$δ$	0.9339	15.50

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts