V-Lab
Virgin Australia Holdings Ltd MEM Volatility Analysis
Volatility Prediction for Friday, April 10th, 2020:62.66% (-11.54%)
Analysis last updated: Thursday, April 9, 2020 at 06:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5897 | 7.09 | |
| 0.2598 | 21.33 | |
| 0.6787 | 84.86 |
Estimation Period:
Dec 8, 2003 to Apr 3, 2020
Dec 8, 2003 to Apr 3, 2020
News Impact Curve
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