V-Lab
V-Lab
AusNet Services MEM Volatility Analysis
Volatility Prediction for Monday, February 7th, 2022:16.81% (-0.89%)

Analysis last updated: Tuesday, July 19, 2022 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AusNet Services MEM
paramt-stat
ω0.01247.49
α0.130239.36
β0.8676333.96
Estimation Period:
Dec 14, 2005 to Feb 4, 2022
Impact of return on volatility tomorrow
Volatility Forecasts