V-Lab: Farmers National Banc Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Farmers National Banc Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:27.16% (-1.01%)

Analysis last updated: Tuesday, May 7, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0340	18.74
$α$	0.1171	40.19
$β$	0.8743	341.40
$γ$	0.0336	3.36
$δ$	2.1799	54.35

Estimation Period:
Mar 30, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts