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

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V-Lab

Brambles Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.89% (+0.96%)

Analysis last updated: Friday, April 19, 2024 at 08:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1100	27.23
$α$	0.1903	65.02
$β$	0.7599	191.90
$γ$	0.0826	13.03
$δ$	1.1191	26.81

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts