V-Lab: Power Solutions International Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Power Solutions International Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:77.82% (-3.35%)

Analysis last updated: Thursday, May 2, 2024 at 02:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7476	9.04
$α$	0.1081	24.51
$β$	0.8763	205.28
$γ$	0.1188	6.60
$δ$	2.1216	35.04

Estimation Period:
Aug 29, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts