V-Lab: Slater & Gordon Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Slater & Gordon Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 26th, 2023:25.70% (+0.50%)

Analysis last updated: Tuesday, April 25, 2023 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3375	12.48
$α$	0.2055	33.56
$β$	0.7810	114.76
$γ$	-0.0596	-3.86
$δ$	1.6771	29.45

Estimation Period:
May 21, 2007 to Apr 24, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts