V-Lab: Fossil Group Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Fossil Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:127.13% (+8.74%)

Analysis last updated: Monday, May 20, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1125	15.76
$α$	0.1811	55.17
$β$	0.8137	235.91
$γ$	0.0628	9.78
$δ$	1.1668	23.34

Estimation Period:
Apr 9, 1993 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts