V-Lab
V-Lab
Vietnam Hanoi Stock Exchange Equity Index Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:12.78% (-0.40%)

Analysis last updated: Saturday, May 18, 2024 at 02:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vietnam Hanoi Stock Exchange Equity Index AMEM
paramt-stat
ω0.055716.62
α0.249026.08
β0.7213166.81
γ0.03372.27
Estimation Period:
Aug 3, 2007 to Apr 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts