V-Lab: Pioneer Corp Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Pioneer Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, March 27th, 2019:22.62% (-0.67%)

Analysis last updated: Tuesday, March 26, 2019 at 06:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1797	16.73
$α$	0.1658	35.64
$β$	0.8128	219.01
$γ$	0.0089	1.02

Estimation Period:
Nov 30, 1990 to Mar 22, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts