V-Lab: Weir Group PLC/The Asy. Power MEM Volatility Analysis

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V-Lab

Weir Group PLC/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:21.43% (-0.02%)

Analysis last updated: Thursday, May 16, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1080	19.96
$α$	0.1494	38.91
$β$	0.8319	181.00
$γ$	0.1717	15.03
$δ$	1.5047	49.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts