V-Lab: Altair Engineering Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Altair Engineering Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.16% (-3.95%)

Analysis last updated: Friday, April 26, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1128	9.77
$α$	0.2370	35.44
$β$	0.7105	74.38
$γ$	0.0378	2.83
$δ$	0.5000	5.80

Estimation Period:
Nov 1, 2017 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts