V-Lab
BH Macro Ltd MEM Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:21.47% (-1.19%)
Analysis last updated: Sunday, November 10, 2024 at 03:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0051 | 4.44 | |
| 0.1378 | 34.70 | |
| 0.8614 | 246.75 |
Estimation Period:
Mar 8, 2007 to Nov 8, 2024
Mar 8, 2007 to Nov 8, 2024