V-Lab
Russell 2000 Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:31.89% (-2.56%)
Analysis last updated: Friday, March 24, 2023, 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 31.34 | |
| 0.1866 | 55.63 | |
| 0.7916 | 205.02 | |
| 0.2909 | 35.14 | |
| 0.6645 | 23.64 |
Estimation Period:
Jan 1, 1990 to Mar 24, 2023
Jan 1, 1990 to Mar 24, 2023
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