V-Lab: HL Holdings Corp Asy. Power MEM Volatility Analysis

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V-Lab

HL Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:19.54% (-1.43%)

Analysis last updated: Thursday, May 9, 2024 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1030	12.65
$α$	0.2445	43.52
$β$	0.7233	105.98
$γ$	0.0220	2.76
$δ$	0.8667	9.62

Estimation Period:
May 19, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts