V-Lab: Gannett Co Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Gannett Co Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:104.51% (+45.61%)

Analysis last updated: Thursday, May 2, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0902	8.44
$α$	0.3357	42.94
$β$	0.6437	62.44
$γ$	0.0318	3.83
$δ$	0.5000	5.53

Estimation Period:
Feb 4, 2014 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts