V-Lab: Avalara Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Avalara Inc Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, October 19th, 2022:5.89% (-0.36%)

Analysis last updated: Tuesday, October 18, 2022 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0279	10.28
$α$	0.2684	22.11
$β$	0.7061	106.46
$γ$	0.0510	3.08

Estimation Period:
Jun 15, 2018 to Oct 14, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts