V-Lab: Wesfarmers Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Wesfarmers Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.32% (-0.83%)

Analysis last updated: Saturday, April 27, 2024 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0681	28.93
$α$	0.1655	56.22
$β$	0.8070	243.30
$γ$	0.0387	5.95
$δ$	1.6447	39.32

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts