V-Lab: Cromwell Property Group Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Cromwell Property Group Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:28.68% (-0.31%)

Analysis last updated: Tuesday, November 12, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0142	14.07
$α$	0.0381	11.52
$β$	0.9440	390.91
$γ$	-0.0429	-2.14
$δ$	2.8390	28.57

Estimation Period:
Jan 31, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts