DKME Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, November 27th, 2024:76.87% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4597 | 29.23 | |
| 0.1553 | 33.45 | |
| 0.8172 | 253.31 | |
| -0.0057 | -0.69 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
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