V-Lab: PanAust Ltd Asy. MEM Volatility Analysis

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V-Lab

PanAust Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, June 10th, 2015:24.09% (-0.16%)

Analysis last updated: Friday, April 29, 2016 at 06:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1861	9.54
$α$	0.0998	16.98
$β$	0.9057	326.49
$γ$	-0.0109	-1.15

Estimation Period:
Jan 5, 1996 to Jun 5, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts