V-Lab: Credito Valtellinese SpA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Credito Valtellinese SpA Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, June 2nd, 2021:9.67% (+0.08%)

Analysis last updated: Tuesday, June 1, 2021 at 06:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1162	7.46
$α$	0.3345	59.14
$β$	0.6551	53.21
$γ$	0.0612	11.15
$δ$	1.9496	7.43

Estimation Period:
Mar 19, 1993 to May 28, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts