V-Lab: Johnson Matthey PLC Asy. Power MEM Volatility Analysis

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V-Lab

Johnson Matthey PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.47% (-0.77%)

Analysis last updated: Thursday, May 9, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0565	20.12
$α$	0.1095	43.32
$β$	0.8776	316.70
$γ$	0.1601	12.15
$δ$	1.4765	45.79

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts