Perubar SA Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, March 19th, 2025:33.31% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 5.91 | |
| 0.0411 | 9.23 | |
| 0.9573 | 339.46 | |
| -0.0116 | -1.75 |
Estimation Period:
Jul 4, 1994 to Feb 14, 2025
Jul 4, 1994 to Feb 14, 2025
News Impact Curve
Volatility Forecasts
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