V-Lab: Celestica Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Celestica Inc Asy. MEM Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:38.49% (-3.99%)

Analysis last updated: Tuesday, May 14, 2024 at 03:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3505	26.85
$α$	0.2477	38.95
$β$	0.7041	153.03
$γ$	0.0398	4.11

Estimation Period:
Jul 1, 1998 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts