V-Lab: Lam Research Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Lam Research Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:38.52% (+5.90%)

Analysis last updated: Friday, May 17, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0434	16.42
$α$	0.1154	63.02
$β$	0.8845	486.55
$γ$	0.1364	20.78
$δ$	1.4133	33.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts