V-Lab: Cisco Systems Inc Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Cisco Systems Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:22.01% (-1.45%)

Analysis last updated: Friday, May 3, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0441	22.74
$α$	0.1936	69.78
$β$	0.8035	287.99
$γ$	0.1406	27.57
$δ$	1.1098	31.01

Estimation Period:
Feb 19, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts