V-Lab
V-Lab
Lehman Brothers MEM Volatility Analysis
Volatility Prediction for Tuesday, March 6th, 2012:254.36% (-6.39%)

Analysis last updated: Sunday, November 9, 2014 at 04:53 PM UTC

Date Range:

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to

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1Y ·

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graph of Lehman Brothers MEM
paramt-stat
ω0.01030.80
α0.04888.95
β0.9512206.88
Estimation Period:
May 2, 1994 to Mar 5, 2012
Impact of return on volatility tomorrow
Volatility Forecasts