V-Lab: GKN PLC Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

GKN PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 21st, 2018:11.55% (-0.12%)

Analysis last updated: Friday, May 18, 2018 at 04:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0984	10.47
$α$	0.2193	11.21
$β$	0.7807	49.16
$γ$	0.1682	8.93
$δ$	1.9297	10.89

Estimation Period:
Jan 1, 1990 to May 18, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts