V-Lab
NPC MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:20.06% (-0.48%)
Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 6.89 | |
| 0.1312 | 40.39 | |
| 0.8641 | 280.54 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024