V-Lab: American International Group Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

American International Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:22.01% (+3.74%)

Analysis last updated: Thursday, May 2, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0411	20.98
$α$	0.1936	60.87
$β$	0.8045	243.79
$γ$	0.1244	22.82
$δ$	1.3681	31.81

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts