V-Lab: Smiths Group PLC Asy. MEM Volatility Analysis

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V-Lab

Smiths Group PLC Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:16.66% (-0.41%)

Analysis last updated: Thursday, May 16, 2024 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0732	27.16
$α$	0.1107	29.32
$β$	0.8396	288.33
$γ$	0.0498	6.76

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts