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

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V-Lab

Aimia Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:37.94% (-0.37%)

Analysis last updated: Tuesday, April 23, 2024 at 02:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0767	14.11
$α$	0.2147	46.91
$β$	0.7817	165.44
$γ$	0.1351	14.47
$δ$	1.1653	15.02

Estimation Period:
Jun 23, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts