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

V-Lab

Arihants Securities Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:47.70% (-3.49%)

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
$ω$	0.3738	9.15
$α$	0.1885	26.59
$β$	0.7934	93.04
$γ$	-0.0445	-2.28
$δ$	1.8290	24.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts