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

V-Lab

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V-Lab

Transcontinental Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.89% (-1.64%)

Analysis last updated: Tuesday, April 30, 2024 at 01:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2650	14.75
$α$	0.1331	24.85
$β$	0.8070	155.05
$γ$	0.0613	7.55
$δ$	2.2139	30.50

Estimation Period:
Jul 20, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts