Salcef Spa MEM Volatility Analysis
Volatility Prediction for Friday, November 15th, 2024:20.21% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 1.16 | |
| 0.0359 | 10.71 | |
| 0.9574 | 442.40 |
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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