V-Lab: FLIR Systems Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

FLIR Systems Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 17th, 2021:18.59% (-1.97%)

Analysis last updated: Friday, May 14, 2021 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0606	12.17
$α$	0.1547	46.96
$β$	0.8452	268.32
$γ$	0.0674	6.08
$δ$	1.1512	29.80

Estimation Period:
Jun 22, 1993 to May 14, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts