V-Lab
BH Macro Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:15.81% (+0.97%)
Analysis last updated: Saturday, September 21, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 13.35 | |
| 0.1451 | 31.57 | |
| 0.8611 | 246.16 | |
| -0.0162 | -2.20 |
Estimation Period:
Mar 8, 2007 to Sep 13, 2024
Mar 8, 2007 to Sep 13, 2024