V-Lab: Downer EDI Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Downer EDI Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.76% (-0.40%)

Analysis last updated: Wednesday, May 1, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0662	12.88
$α$	0.0449	18.08
$β$	0.9389	424.26
$γ$	0.1862	11.49
$δ$	2.5468	39.26

Estimation Period:
Feb 5, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts