V-Lab: Roadrunner Transportation Systems Inc Asy. MEM Volatility Analysis

V-Lab

Roadrunner Transportation Systems Inc Asy. MEM Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:65.59% (-1.49%)

Analysis last updated: Friday, August 1, 2025 at 03:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0321	16.04
$α$	0.0633	16.98
$β$	0.9249	342.04
$γ$	0.0237	2.88

Estimation Period:
May 13, 2010 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts