V-Lab: CCL Industries Inc Asy. Power MEM Volatility Analysis

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V-Lab

CCL Industries Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.42% (-0.79%)

Analysis last updated: Saturday, May 4, 2024 at 05:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1867	22.83
$α$	0.1782	47.43
$β$	0.7809	202.40
$γ$	0.0378	6.03
$δ$	1.8216	32.78

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts