V-Lab: Altria Group Inc Asy. Power MEM Volatility Analysis

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V-Lab

Altria Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.25% (+1.03%)

Analysis last updated: Friday, April 26, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0384	18.59
$α$	0.1877	48.68
$β$	0.8041	187.70
$γ$	0.1076	14.96
$δ$	0.8076	16.42

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts