V-Lab: Avery Dennison Corp Asy. MEM Volatility Analysis

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V-Lab

Avery Dennison Corp Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.94% (+1.17%)

Analysis last updated: Wednesday, April 17, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0949	29.76
$α$	0.1054	33.96
$β$	0.8309	331.69
$γ$	0.0692	11.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts