V-Lab: Aimia Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Aimia Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.26% (-2.05%)

Analysis last updated: Friday, May 3, 2024 at 12:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0861	16.04
$α$	0.1226	30.09
$β$	0.8231	216.43
$γ$	0.0956	11.34

Estimation Period:
Jun 23, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts