V-Lab: Staples Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Staples Inc Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, September 13th, 2017:9.38% (+0.02%)

Analysis last updated: Tuesday, September 12, 2017 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0428	17.45
$α$	0.0924	27.91
$β$	0.8693	355.40
$γ$	0.0766	10.81

Estimation Period:
Jan 2, 1990 to Sep 8, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts