V-Lab: Microchip Technology Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Microchip Technology Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:39.76% (+4.83%)

Analysis last updated: Tuesday, May 7, 2024 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0363	17.14
$α$	0.1518	62.90
$β$	0.8482	352.96
$γ$	0.1382	19.64
$δ$	1.1893	29.08

Estimation Period:
Mar 19, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts