V-Lab: Pason Systems Inc Asy. Power MEM Volatility Analysis

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V-Lab

Pason Systems Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.30% (-0.28%)

Analysis last updated: Thursday, May 2, 2024 at 02:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1385	13.06
$α$	0.0833	24.25
$β$	0.8899	283.86
$γ$	0.1545	15.73
$δ$	2.2960	39.28

Estimation Period:
Dec 30, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts