V-Lab: Seven West Media Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Seven West Media Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:61.62% (-2.37%)

Analysis last updated: Saturday, April 27, 2024 at 07:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0286	22.15
$α$	0.1230	56.74
$β$	0.8770	397.18
$γ$	0.0255	3.45
$δ$	1.1803	25.05

Estimation Period:
Jan 10, 1992 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts