V-Lab: Arihants Securities Ltd Asy. MEM Volatility Analysis

V-Lab

Arihants Securities Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:46.58% (-3.37%)

Analysis last updated: Sunday, June 29, 2025 at 05:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4020	8.06
$α$	0.2020	9.74
$β$	0.7900	88.41
$γ$	-0.0251	-0.73

Estimation Period:
Mar 8, 2012 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts