V-Lab: Altria Group Inc Asy. Power MEM Volatility Analysis

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V-Lab

Altria Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:19.22% (+1.09%)

Analysis last updated: Thursday, April 25, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0384	18.59
$α$	0.1877	48.67
$β$	0.8041	187.66
$γ$	0.1077	14.96
$δ$	0.8077	16.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts