V-Lab: Wotif.com Holdings Ltd Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Wotif.com Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, November 7th, 2014:14.55% (-0.99%)

Analysis last updated: Friday, April 29, 2016 at 06:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2227	13.15
$α$	0.2701	26.57
$β$	0.6071	38.30
$γ$	0.0975	5.09
$δ$	0.5000	9.48

Estimation Period:
Jun 2, 2006 to Oct 31, 2014

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts