V-Lab: Motonic Corp Asy. Power MEM Volatility Analysis

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V-Lab

Motonic Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:14.95% (-0.11%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0589	20.16
$α$	0.0982	31.13
$β$	0.8958	327.31
$γ$	-0.1090	-11.91
$δ$	1.8709	40.77

Estimation Period:
Feb 14, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts