V-Lab: F5 Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

F5 Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:21.77% (-0.36%)

Analysis last updated: Wednesday, April 24, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0720	15.56
$α$	0.0913	29.76
$β$	0.8682	360.69
$γ$	0.0688	12.73

Estimation Period:
Jun 8, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts