V-Lab
Caledonia Investments PLC/fund Asy. MEM Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:19.88% (-0.97%)
Analysis last updated: Saturday, September 21, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 17.78 | |
| 0.1083 | 23.97 | |
| 0.8543 | 228.86 | |
| 0.0400 | 4.46 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
News Impact Curve
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