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

V-Lab

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V-Lab

Village Roadshow Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, December 17th, 2020:25.16% (-0.42%)

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
$ω$	0.4416	19.53
$α$	0.1477	33.21
$β$	0.7715	114.98
$γ$	0.0834	6.99
$δ$	1.7035	40.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts