V-Lab: National Security Group Inc/The MEM Volatility Analysis

V-Lab

National Security Group Inc/The MEM Volatility Analysis

Volatility Prediction for Friday, July 1st, 2022:27.29% (-0.10%)

Analysis last updated: Thursday, June 30, 2022 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0599	6.41
$α$	0.0256	17.62
$β$	0.9720	626.70

Estimation Period:
Jan 1, 1990 to Jun 17, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts