V-Lab: Smiths Group PLC Asy. Power MEM Volatility Analysis

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V-Lab

Smiths Group PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:19.03% (-0.37%)

Analysis last updated: Wednesday, May 1, 2024 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0665	26.40
$α$	0.1420	47.97
$β$	0.8384	252.08
$γ$	0.1119	13.12
$δ$	1.4803	34.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts