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 Monday, April 22nd, 2024:19.46% (-0.66%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0945	29.75
$α$	0.1051	33.94
$β$	0.8313	332.53
$γ$	0.0691	11.96

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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