V-Lab: Lafarge SA Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Lafarge SA Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, October 21st, 2015:2.33% (-0.15%)

Analysis last updated: Tuesday, October 20, 2015 at 04:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0234	20.91
$α$	0.1679	58.07
$β$	0.8260	274.89
$γ$	0.1105	16.78
$δ$	0.5000	14.31

Estimation Period:
Jan 1, 1990 to Oct 16, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts