V-Lab
BH Macro Ltd MEM Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:20.81% (-0.66%)
Analysis last updated: Tuesday, November 12, 2024 at 10:09 PM 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