V-Lab
Credito Valtellinese SpA MEM Volatility Analysis
Volatility Prediction for Wednesday, June 2nd, 2021:9.64% (+0.05%)
Analysis last updated: Tuesday, June 1, 2021 at 06:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1171 | 3.06 | |
| 0.3481 | 12.37 | |
| 0.6451 | 126.29 |
Estimation Period:
Mar 19, 1993 to May 28, 2021
Mar 19, 1993 to May 28, 2021
News Impact Curve
Volatility Forecasts
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