V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index Asy. MEM Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:16.52% (+2.71%)

Analysis last updated: Friday, April 19, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index AMEM
paramt-stat
ω0.018632.77
α0.078627.24
β0.8410350.55
γ0.112021.78
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts