V-Lab: Graham Holdings Co Asy. Power MEM Volatility Analysis

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V-Lab

Graham Holdings Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 22nd, 2024:21.43% (+1.67%)

Analysis last updated: Tuesday, May 21, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0366	26.23
$α$	0.1511	40.56
$β$	0.8391	212.64
$γ$	0.0413	4.64
$δ$	0.8361	20.47

Estimation Period:
Jan 1, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts