V-Lab: Ascension Properties Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Ascension Properties Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 19th, 2017:435.36% (-2.05%)

Analysis last updated: Tuesday, April 18, 2017 at 06:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4464	0.47
$α$	0.0083	0.36
$β$	0.9860	85.66
$γ$	0.1410	1.12
$δ$	3.0000	2.04

Estimation Period:
Jun 12, 2012 to Apr 13, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts