V-Lab
V-Lab
Ashtead Group PLC Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:29.28% (+0.40%)

Analysis last updated: Friday, April 19, 2024 at 08:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ashtead Group PLC AMEM
paramt-stat
ω0.065815.66
α0.088526.78
β0.8793358.59
γ0.063912.09
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts