V-Lab: Cargotec Oyj Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Cargotec Oyj Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:50.75% (+3.46%)

Analysis last updated: Friday, May 3, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1182	16.24
$α$	0.2100	57.15
$β$	0.7292	139.69
$γ$	0.0453	4.50
$δ$	0.5000	8.95

Estimation Period:
Jun 1, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts