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

V-Lab

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V-Lab

AutoNation Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.94% (-0.05%)

Analysis last updated: Friday, April 19, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0611	20.51
$α$	0.1725	63.12
$β$	0.8275	316.32
$γ$	0.0348	5.79
$δ$	1.5486	37.10

Estimation Period:
Sep 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts