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

V-Lab

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V-Lab

Micron Technology Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:34.49% (-0.41%)

Analysis last updated: Thursday, May 16, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	15.16
$α$	0.1444	69.17
$β$	0.8508	391.88
$γ$	0.0751	14.07
$δ$	1.1263	24.48

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts