V-Lab: Bunzl PLC Asy. MEM Volatility Analysis

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V-Lab

Bunzl PLC Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:15.84% (-0.36%)

Analysis last updated: Thursday, April 18, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0317	18.91
$α$	0.0683	23.95
$β$	0.9087	415.32
$γ$	0.0187	3.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts