V-Lab: Boral Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Boral Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.29% (-1.03%)

Analysis last updated: Saturday, April 20, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0776	17.10
$α$	0.2081	52.89
$β$	0.7638	162.68
$γ$	0.0716	12.63
$δ$	0.9190	16.58

Estimation Period:
Feb 22, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts