V-Lab: Exor N V Asy. MEM Volatility Analysis

V-Lab

Exor N V Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:28.48% (-0.23%)

Analysis last updated: Tuesday, August 12, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	2.77
$α$	0.0193	5.40
$β$	0.9725	176.99
$γ$	0.0163	2.19

Estimation Period:
Oct 4, 2022 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts