V-Lab: Avigilon Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Avigilon Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 3rd, 2018:7.99% (+0.02%)

Analysis last updated: Monday, April 2, 2018 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2034	19.20
$α$	0.3113	30.62
$β$	0.6105	36.68
$γ$	0.0277	1.80
$δ$	0.5911	8.81

Estimation Period:
Nov 8, 2011 to Mar 29, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts