V-Lab: Broadridge Financial Solutions Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Broadridge Financial Solutions Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, November 5th, 2024:19.72% (-0.81%)

Analysis last updated: Monday, November 4, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0523	23.74
$α$	0.2123	47.63
$β$	0.7586	139.63
$γ$	0.1773	22.55
$δ$	0.5000	10.14

Estimation Period:
Mar 22, 2007 to Nov 1, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts