V-Lab: PROS Holdings Inc Asy. Power MEM Volatility Analysis

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V-Lab

PROS Holdings Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, March 14th, 2025:69.70% (+4.52%)

Analysis last updated: Thursday, March 13, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0753	22.14
$α$	0.1679	47.33
$β$	0.8041	174.54
$γ$	0.2174	20.24
$δ$	0.5000	10.54

Estimation Period:
Jun 28, 2007 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts