V-Lab
Wotif.com Holdings Ltd Asy. MEM Volatility Analysis
Volatility Prediction for Friday, November 7th, 2014:21.44% (-0.25%)
Analysis last updated: Friday, April 29, 2016 at 06:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6799 | 15.72 | |
| 0.2445 | 17.25 | |
| 0.6079 | 49.29 | |
| 0.0669 | 2.23 |
Estimation Period:
Jun 2, 2006 to Oct 31, 2014
Jun 2, 2006 to Oct 31, 2014
News Impact Curve
Volatility Forecasts
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