V-Lab: DENTSPLY International Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

DENTSPLY International Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:69.02% (-2.31%)

Analysis last updated: Monday, November 11, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0735	27.54
$α$	0.1582	35.78
$β$	0.8198	278.73
$γ$	0.0133	2.04

Estimation Period:
Jan 1, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts