V-Lab: Western Union Co/The Asy. Power MEM Volatility Analysis

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V-Lab

Western Union Co/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 22nd, 2024:19.39% (+0.08%)

Analysis last updated: Tuesday, May 21, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1055	21.01
$α$	0.2845	51.69
$β$	0.6556	90.40
$γ$	0.1083	13.79
$δ$	0.5000	10.90

Estimation Period:
Sep 21, 2006 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts