V-Lab: CLP Holdings Ltd Asy. MEM Volatility Analysis

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V-Lab

CLP Holdings Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:12.92% (-0.19%)

Analysis last updated: Tuesday, November 12, 2024 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0072	18.65
$α$	0.1411	39.14
$β$	0.8561	313.36
$γ$	0.0056	1.11

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts