V-Lab: Western Areas Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Western Areas Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, June 9th, 2022:17.27% (-0.04%)

Analysis last updated: Wednesday, July 20, 2022 at 04:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0670	10.40
$α$	0.0558	17.88
$β$	0.9386	364.23
$γ$	0.0208	1.86
$δ$	2.2411	27.87

Estimation Period:
Jul 28, 2000 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts