V-Lab: SPC SAMLIP Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

SPC SAMLIP Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:19.78% (-0.30%)

Analysis last updated: Saturday, May 18, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1302	12.84
$α$	0.1071	25.70
$β$	0.8706	362.88
$γ$	-0.0815	-10.13
$δ$	2.4317	25.37

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts