V-Lab: Vodafone Group PLC Asy. Power MEM Volatility Analysis

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V-Lab

Vodafone Group PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:26.43% (+0.69%)

Analysis last updated: Saturday, May 11, 2024 at 01:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0282	14.33
$α$	0.1346	25.22
$β$	0.8586	147.20
$γ$	0.0477	2.92
$δ$	0.6246	12.93

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts