V-Lab
NPC Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:20.55% (-0.47%)
Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 17.44 | |
| 0.1504 | 34.33 | |
| 0.8662 | 302.45 | |
| -0.0455 | -6.93 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024