V-Lab: Gigamon Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Gigamon Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, December 27th, 2017:11.39% (-1.22%)

Analysis last updated: Tuesday, December 26, 2017 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2199	16.87
$α$	0.3287	38.36
$β$	0.5808	30.12
$γ$	0.0162	1.12
$δ$	0.5000	6.13

Estimation Period:
Jun 12, 2013 to Dec 22, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts