V-Lab
Morgan Stanley MEM Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:17.68% (-0.58%)
Analysis last updated: Friday, May 17, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1043 | 9.26 | |
| 0.2115 | 51.13 | |
| 0.7735 | 276.04 |
Estimation Period:
Feb 23, 1993 to May 17, 2024
Feb 23, 1993 to May 17, 2024