V-Lab: Reject Shop Ltd/The Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Reject Shop Ltd/The Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.55% (-2.02%)

Analysis last updated: Wednesday, May 1, 2024 at 03:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1830	24.41
$α$	0.2318	48.14
$β$	0.7192	120.07
$γ$	0.0755	8.30
$δ$	0.9692	25.04

Estimation Period:
Jun 1, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts