V-Lab: Byron Energy Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Byron Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:108.31% (-1.86%)

Analysis last updated: Wednesday, May 1, 2024 at 04:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4732	3.88
$α$	0.0338	13.80
$β$	0.9518	316.43
$γ$	0.1274	4.35
$δ$	2.2994	29.46

Estimation Period:
Jun 14, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts