V-Lab: Millicom International Cellular SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Millicom International Cellular SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:28.51% (+8.04%)

Analysis last updated: Thursday, May 9, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	14.79
$α$	0.1271	35.63
$β$	0.8643	217.77
$γ$	0.1541	13.85
$δ$	0.9935	16.96

Estimation Period:
Mar 30, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts