VMware LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, November 22nd, 2023):
1 Day
27.15%
1 Week
28.09%
1 Month
30.83%
Analysis last updated: Tuesday, November 21, 2023 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2199 | 17.53 | |
| 0.1654 | 23.92 | |
| 0.7678 | 131.38 | |
| 0.0561 | 4.58 |
Estimation Period:
Aug 15, 2007 to Nov 17, 2023
Aug 15, 2007 to Nov 17, 2023
Other Asy. MEM Analyses on Equities