V-Lab: Polaris Investama Tbk PT MEM Volatility Analysis

V-Lab

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V-Lab

Polaris Investama Tbk PT MEM Volatility Analysis

Volatility Prediction for Friday, December 28th, 2018:14.70% (0.00%)

Analysis last updated: Thursday, December 27, 2018 at 10:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0967	2.60
$α$	0.1106	8.82
$β$	0.8872	122.78

Estimation Period:
Mar 16, 2001 to Dec 21, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts