V-Lab: Myer Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Myer Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:40.98% (-4.50%)

Analysis last updated: Thursday, May 2, 2024 at 03:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0393	10.01
$α$	0.1559	40.04
$β$	0.8399	195.88
$γ$	0.0083	0.84
$δ$	0.7450	10.02

Estimation Period:
Nov 2, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts