V-Lab: Thomson Reuters Corp Asy. Power MEM Volatility Analysis

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V-Lab

Thomson Reuters Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:19.12% (+0.34%)

Analysis last updated: Wednesday, May 1, 2024 at 01:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0522	27.55
$α$	0.1845	64.04
$β$	0.7989	249.34
$γ$	0.0772	13.36
$δ$	1.4244	35.43

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts