V-Lab: Planet Payment Inc Asy. MEM Volatility Analysis

V-Lab

Planet Payment Inc Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:6.48% (-0.05%)

Analysis last updated: Tuesday, December 19, 2017 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.1216	9.11
$β$	0.9114	178.21
$γ$	-0.0659	-4.53

Estimation Period:
Dec 18, 2008 to Dec 15, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts