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

V-Lab

Roadrunner Transportation Systems Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:65.56% (-1.48%)

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
$ω$	0.0317	12.14
$α$	0.0752	22.80
$β$	0.9248	369.75
$γ$	0.0801	3.47
$δ$	1.9828	22.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts