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

V-Lab

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V-Lab

PetSmart Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2015:2.23% (-0.25%)

Analysis last updated: Wednesday, March 11, 2015 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0182	15.61
$α$	0.1416	51.91
$β$	0.8584	287.58
$γ$	0.2038	22.20
$δ$	0.5000	14.10

Estimation Period:
Jul 23, 1993 to Mar 6, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts