V-Lab: Planet Payment Inc MEM Volatility Analysis

V-Lab

Planet Payment Inc MEM Volatility Analysis

Volatility Prediction for Wednesday, December 20th, 2017:10.22% (-0.32%)

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
$α$	0.0655	9.01
$β$	0.9345	193.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts