V-Lab: InvoCare Ltd Asy. Power MEM Volatility Analysis

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V-Lab

InvoCare Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 6th, 2023:10.64% (-0.97%)

Analysis last updated: Monday, November 6, 2023 at 05:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0981	24.18
$α$	0.2397	54.75
$β$	0.7156	123.68
$γ$	0.0190	2.41
$δ$	0.8759	15.09

Estimation Period:
Dec 4, 2003 to Nov 3, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts