V-Lab: AEP Industries Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

AEP Industries Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, January 23rd, 2017:25.41% (-1.94%)

Analysis last updated: Friday, January 20, 2017 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2411	19.64
$α$	0.2100	45.08
$β$	0.7764	166.65
$γ$	0.0647	7.30
$δ$	1.6571	40.07

Estimation Period:
Jan 2, 1990 to Jan 20, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts