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

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V-Lab

Baxter International Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:25.57% (+1.48%)

Analysis last updated: Thursday, April 25, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1057	32.69
$α$	0.1844	38.47
$β$	0.7632	239.47
$γ$	0.0461	6.07

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts