Credit Suisse Group AG Asy. MEM Volatility Analysis
Inactive
Last recorded values (Monday, June 12th, 2023):
1 Day
51.09%
1 Week
51.05%
1 Month
50.91%
Analysis last updated: Friday, June 9, 2023 at 10:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 7.49 | |
| 0.1206 | 19.36 | |
| 0.8322 | 172.98 | |
| 0.0783 | 7.06 |
Estimation Period:
Jul 17, 1995 to Jun 9, 2023
Jul 17, 1995 to Jun 9, 2023
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