V-Lab: Ashtead Group PLC Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Ashtead Group PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:40.37% (-1.30%)

Analysis last updated: Saturday, May 4, 2024 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0681	17.39
$α$	0.1211	43.00
$β$	0.8789	332.29
$γ$	0.1346	12.28
$δ$	1.7404	54.90

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts