V-Lab: Kotipizza Group Oyj MEM Volatility Analysis

V-Lab

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V-Lab

Kotipizza Group Oyj MEM Volatility Analysis

Volatility Prediction for Monday, June 17th, 2019:25.47% (+7.63%)

Analysis last updated: Friday, June 14, 2019 at 05:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2069	8.03
$α$	0.2557	11.09
$β$	0.6808	30.22

Estimation Period:
Jul 7, 2015 to Jun 14, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts