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

V-Lab

| |

V-Lab

DuluxGroup Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 1st, 2019:3.55% (+0.04%)

Analysis last updated: Friday, June 28, 2019 at 07:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0130	8.93
$α$	0.1800	38.77
$β$	0.8200	160.98
$γ$	-0.0484	-3.35
$δ$	0.5000	7.31

Estimation Period:
Jul 12, 2010 to Jun 28, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts