V-Lab: Village Roadshow Ltd Asy. MEM Volatility Analysis

V-Lab

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V-Lab

Village Roadshow Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, December 17th, 2020:25.92% (-0.36%)

Analysis last updated: Wednesday, December 16, 2020 at 10:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5647	24.98
$α$	0.1215	22.50
$β$	0.7658	117.87
$γ$	0.0455	4.23

Estimation Period:
Jan 1, 1990 to Dec 4, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts