V-Lab
V-Lab
E-World MEM Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:32.30% (-0.37%)

Analysis last updated: Sunday, May 19, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E-World MEM
paramt-stat
ω0.21518.32
α0.177234.20
β0.8228206.57
Estimation Period:
Jul 26, 2005 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts