V-Lab: Verizon Communications Inc Asy. Power MEM Volatility Analysis

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V-Lab

Verizon Communications Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.56% (+0.06%)

Analysis last updated: Thursday, May 2, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0324	25.36
$α$	0.1912	77.31
$β$	0.7936	289.30
$γ$	0.0704	11.77
$δ$	0.5192	11.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts