V-Lab: Russell Midcap Index Asy. Power MEM Volatility Analysis

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V-Lab

Russell Midcap Index Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, March 24th, 2023:30.82% (+2.92%)

Analysis last updated: Saturday, March 25, 2023, 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0330	29.10
$α$	0.1970	39.53
$β$	0.7853	168.38
$γ$	0.3023	24.40
$δ$	1.2871	24.17

Estimation Period:
Mar 1, 2004 to Mar 17, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts