V-Lab: AXA Mansard Insurance PLC Asy. MEM Volatility Analysis

V-Lab

AXA Mansard Insurance PLC Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:53.27% (-0.58%)

Analysis last updated: Sunday, May 18, 2025 at 03:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	10.73
$α$	0.4034	10.10
$β$	0.5440	25.26
$γ$	-0.2973	-6.02

Estimation Period:
Jul 9, 2018 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts