V-Lab: Tatts Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Tatts Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, December 14th, 2017:25.03% (+2.45%)

Analysis last updated: Wednesday, December 13, 2017 at 06:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0475	11.63
$α$	0.1679	43.18
$β$	0.8146	188.12
$γ$	0.0212	1.92
$δ$	0.9972	11.71

Estimation Period:
Jul 7, 2005 to Dec 8, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts