V-Lab: Hospira Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Hospira Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, September 3rd, 2015:7.77% (-0.03%)

Analysis last updated: Friday, April 29, 2016 at 06:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0707	18.97
$α$	0.2493	28.82
$β$	0.6954	97.50
$γ$	0.1107	5.63

Estimation Period:
Apr 20, 2004 to Aug 28, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts