V-Lab: Aurizon Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Aurizon Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.35% (+0.67%)

Analysis last updated: Saturday, April 20, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0522	18.80
$α$	0.1666	44.80
$β$	0.8080	177.74
$γ$	0.0408	5.03
$δ$	1.0052	15.35

Estimation Period:
Nov 22, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts