V-Lab: Tate & Lyle PLC Asy. Power MEM Volatility Analysis

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V-Lab

Tate & Lyle PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:30.28% (-1.11%)

Analysis last updated: Tuesday, May 14, 2024 at 08:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0402	19.06
$α$	0.1183	46.43
$β$	0.8716	332.66
$γ$	0.0806	9.85
$δ$	1.1896	33.62

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts