V-Lab
Shinkin Central Bank Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:5.38% (-0.06%)
Analysis last updated: Sunday, May 19, 2024 at 12:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0092 | 19.89 | |
| 0.3318 | 29.47 | |
| 0.6714 | 100.52 | |
| -0.0064 | -0.31 |
Estimation Period:
Dec 22, 2000 to May 17, 2024
Dec 22, 2000 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Shinkin Central Bank Analyses