V-Lab
V-Lab
S&P 100 Index Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:17.35% (-1.39%)

Analysis last updated: Tuesday, April 23, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P 100 Index AMEM
paramt-stat
ω0.019433.92
α0.093122.98
β0.8044302.62
γ0.170924.04
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts