V-Lab: Bradespar SA Asy. Power MEM Volatility Analysis

V-Lab

Bradespar SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, September 25th, 2025:18.91% (-0.66%)

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
$ω$	0.0846	16.34
$α$	0.1487	50.47
$β$	0.8390	270.38
$γ$	0.0816	16.25
$δ$	1.5930	29.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts