Salcef Spa Asy. MEM Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:19.19% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 11.01 | |
| 0.0298 | 9.49 | |
| 0.9402 | 304.07 | |
| 0.0601 | 5.87 |
Estimation Period:
Jan 11, 2021 to Nov 8, 2024
Jan 11, 2021 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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