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

V-Lab

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V-Lab

Ten Network Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, June 13th, 2017:77.70% (-11.28%)

Analysis last updated: Friday, June 9, 2017 at 06:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0522	15.14
$α$	0.2020	53.48
$β$	0.7980	207.27
$γ$	0.0964	8.44
$δ$	0.9958	17.91

Estimation Period:
Mar 31, 1998 to Jun 9, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts