V-Lab: BH Macro Ltd Asy. Power MEM Volatility Analysis

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V-Lab

BH Macro Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:15.61% (+0.93%)

Analysis last updated: Saturday, September 21, 2024 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0053	14.06
$α$	0.1298	33.48
$β$	0.8610	256.40
$γ$	-0.0271	-3.48
$δ$	2.1761	30.63

Estimation Period:
Mar 8, 2007 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts