V-Lab: Harley-Davidson Inc Asy. Power MEM Volatility Analysis

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V-Lab

Harley-Davidson Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:53.01% (-0.90%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0487	19.80
$α$	0.1301	50.45
$β$	0.8649	324.90
$γ$	0.1659	17.84
$δ$	1.1118	23.59

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts