V-Lab: Crown Resorts Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Crown Resorts Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 16th, 2022:9.91% (-0.59%)

Analysis last updated: Wednesday, July 20, 2022 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0379	12.03
$α$	0.1476	26.76
$β$	0.8428	132.16
$γ$	0.1645	9.95
$δ$	0.8485	12.73

Estimation Period:
Dec 3, 2007 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts