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

V-Lab

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V-Lab

HomeStreet Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:73.32% (-3.44%)

Analysis last updated: Friday, May 3, 2024 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0534	11.33
$α$	0.0984	18.30
$β$	0.8947	165.05
$γ$	0.1097	7.34
$δ$	1.4213	11.97

Estimation Period:
Feb 10, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts