V-Lab: Hospira Inc Asy. Power MEM Volatility Analysis

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V-Lab

Hospira Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, September 3rd, 2015:1.95% (-0.14%)

Analysis last updated: Friday, April 29, 2016 at 06:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0482	11.33
$α$	0.2906	38.44
$β$	0.6989	81.39
$γ$	0.0769	7.79
$δ$	0.5000	7.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts