V-Lab
V-Lab

S&P/ASX 200 Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:15.79% (-1.09%)

Analysis last updated: Tuesday, April 23, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P/ASX 200 AMEM
paramt-stat
ω0.014726.98
α0.068119.86
β0.8489319.02
γ0.130122.48
Estimation Period:
Mar 31, 2000 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts