V-Lab: Family Dollar Stores Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Family Dollar Stores Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, July 7th, 2015:11.29% (+0.12%)

Analysis last updated: Monday, July 6, 2015 at 09:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0266	18.85
$α$	0.1502	48.44
$β$	0.8498	250.83
$γ$	0.0994	13.25
$δ$	0.7362	16.30

Estimation Period:
Jan 1, 1990 to Jul 2, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts