V-Lab: BrainChip Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

BrainChip Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:78.13% (-2.66%)

Analysis last updated: Saturday, April 27, 2024 at 07:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0000	4.30
$α$	0.1082	20.47
$β$	0.8704	213.97
$γ$	-0.1037	-4.95
$δ$	2.1384	21.28

Estimation Period:
Nov 30, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts