V-Lab: Extendicare Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Extendicare Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:18.14% (+0.10%)

Analysis last updated: Friday, April 26, 2024 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1226	26.77
$α$	0.1922	37.24
$β$	0.7686	220.37
$γ$	0.0653	7.79

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts