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

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V-Lab

Vodafone Group PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.65% (-1.35%)

Analysis last updated: Saturday, April 27, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0282	14.33
$α$	0.1346	25.20
$β$	0.8585	147.03
$γ$	0.0478	2.93
$δ$	0.6247	12.92

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts