V-Lab: MMA Offshore Ltd Asy. Power MEM Volatility Analysis

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V-Lab

MMA Offshore Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.43% (+0.24%)

Analysis last updated: Tuesday, May 7, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1856	11.30
$α$	0.1074	28.84
$β$	0.8767	324.96
$γ$	0.0288	3.27
$δ$	2.3394	30.41

Estimation Period:
Jun 21, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts