V-Lab: Bradespar SA Asy. MEM Volatility Analysis

V-Lab

Bradespar SA Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, September 25th, 2025:19.54% (-0.58%)

Analysis last updated: Thursday, September 25, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1134	23.78
$α$	0.1215	32.45
$β$	0.8421	284.38
$γ$	0.0409	6.44

Estimation Period:
Aug 10, 2000 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts