V-Lab: ADT Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

ADT Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:48.21% (+6.41%)

Analysis last updated: Monday, April 15, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6077	8.78
$α$	0.2916	30.33
$β$	0.5469	33.48
$γ$	0.0968	6.64
$δ$	1.0037	10.88

Estimation Period:
Jan 19, 2018 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts