V-Lab
Virgin Australia Holdings Ltd Asy. Power MEM Volatility Analysis
Volatility Prediction for Friday, April 10th, 2020:66.10% (-4.12%)
Analysis last updated: Thursday, April 9, 2020 at 06:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3940 | 9.35 | |
| 0.2618 | 43.87 | |
| 0.6876 | 82.79 | |
| 0.0443 | 4.26 | |
| 1.5674 | 21.17 |
Estimation Period:
Dec 8, 2003 to Apr 3, 2020
Dec 8, 2003 to Apr 3, 2020
News Impact Curve
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