V-Lab
V-Lab
S&P Asia 50 CME MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:17.44% (-0.28%)

Analysis last updated: Saturday, May 18, 2024 at 02:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P Asia 50 CME MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.8787202.46
γ0.115031.21
λ10.00824.15
λ20.03905.12
λ30.9560117.86
Estimation Period:
Jan 1, 1998 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts