V-Lab: Woolworths Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Woolworths Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.05% (+0.43%)

Analysis last updated: Saturday, April 27, 2024 at 08:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0273	27.84
$α$	0.1687	67.40
$β$	0.8186	290.69
$γ$	0.0282	4.68
$δ$	0.6070	15.92

Estimation Period:
Jul 12, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts