V-Lab: Cisco Systems Inc Asy. Power MEM Volatility Analysis

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V-Lab

Cisco Systems Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:19.07% (-1.30%)

Analysis last updated: Wednesday, April 24, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0442	22.78
$α$	0.1935	69.71
$β$	0.8036	288.03
$γ$	0.1417	27.70
$δ$	1.1106	31.04

Estimation Period:
Feb 19, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts