V-Lab: Associated British Foods PLC MEM Volatility Analysis

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V-Lab

Associated British Foods PLC MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.02% (-0.34%)

Analysis last updated: Saturday, April 20, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0271	8.58
$α$	0.0967	36.60
$β$	0.8929	357.31

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts