V-Lab
V-Lab
ITC Holdings Corp MEM Volatility Analysis
Volatility Prediction for Friday, October 14th, 2016:18.63% (+3.88%)

Analysis last updated: Thursday, October 13, 2016 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITC Holdings Corp MEM
paramt-stat
ω0.10795.91
α0.305930.52
β0.669158.33
Estimation Period:
Jul 26, 2005 to Oct 7, 2016
Impact of return on volatility tomorrow
Volatility Forecasts