V-Lab: Aecon Group Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Aecon Group Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:33.03% (-0.21%)

Analysis last updated: Friday, April 19, 2024 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0645	14.70
$α$	0.0700	25.49
$β$	0.9267	375.50
$γ$	-0.0065	-1.27

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts