V-Lab: Breville Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Breville Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:29.81% (-0.39%)

Analysis last updated: Friday, April 19, 2024 at 08:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1513	10.94
$α$	0.0597	22.28
$β$	0.9151	357.44
$γ$	0.0150	1.33
$δ$	2.3303	32.88

Estimation Period:
Aug 2, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts