V-Lab: Bod Science Ltd Asy. MEM Volatility Analysis

V-Lab

Bod Science Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Friday, November 24th, 2023:166.24% (-1.51%)

Analysis last updated: Saturday, November 25, 2023 at 02:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1516	13.44
$α$	0.1546	14.88
$β$	0.7444	64.98
$γ$	0.0362	1.42

Estimation Period:
Oct 27, 2016 to Nov 17, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts