V-Lab: ADT Inc MEM Volatility Analysis

V-Lab

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V-Lab

ADT Inc MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:47.09% (-7.27%)

Analysis last updated: Friday, April 26, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1339	10.69
$α$	0.2920	15.53
$β$	0.5118	31.67

Estimation Period:
Jan 19, 2018 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts