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

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V-Lab

Catamaran Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 28th, 2015:18.81% (-0.09%)

Analysis last updated: Friday, April 29, 2016 at 06:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0730	7.14
$α$	0.0561	13.90
$β$	0.9325	283.96
$γ$	-0.0749	-5.07
$δ$	2.4237	22.96

Estimation Period:
Jan 1, 1990 to Jul 24, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts