V-Lab
Village Roadshow Ltd MEM Volatility Analysis
Volatility Prediction for Thursday, December 17th, 2020:25.67% (-0.39%)
Analysis last updated: Wednesday, December 16, 2020 at 10:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5400 | 20.10 | |
| 0.1440 | 27.01 | |
| 0.7689 | 120.73 |
Estimation Period:
Jan 1, 1990 to Dec 4, 2020
Jan 1, 1990 to Dec 4, 2020
News Impact Curve
Volatility Forecasts
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