V-Lab: ATN International Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

ATN International Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:41.51% (-0.06%)

Analysis last updated: Thursday, April 18, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3183	24.74
$α$	0.2412	34.31
$β$	0.7022	124.73
$γ$	0.0830	6.23

Estimation Period:
Nov 14, 1991 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts