Credit Suisse Group AG MEM Volatility Analysis
Inactive
Last recorded values (Monday, June 12th, 2023):
1 Day
49.92%
1 Week
49.93%
1 Month
49.98%
Analysis last updated: Friday, June 9, 2023 at 10:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0823 | 3.84 | |
| 0.1708 | 22.37 | |
| 0.8211 | 155.81 |
Estimation Period:
Jul 17, 1995 to Jun 9, 2023
Jul 17, 1995 to Jun 9, 2023
Other Credit Suisse Group AG Analyses
Other MEM Analyses on Depositary Receipts