V-Lab: Cosmax BTI Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Cosmax BTI Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:26.98% (-0.27%)

Analysis last updated: Wednesday, May 15, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1375	16.22
$α$	0.1862	47.85
$β$	0.8001	187.55
$γ$	-0.0251	-3.24
$δ$	1.2019	21.61

Estimation Period:
Feb 7, 2002 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts