V-Lab: Visa Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Visa Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:15.61% (-1.44%)

Analysis last updated: Friday, May 17, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0559	17.57
$α$	0.2466	53.50
$β$	0.7349	161.15
$γ$	0.1696	18.11
$δ$	0.6642	11.98

Estimation Period:
Mar 19, 2008 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts