V-Lab: Aristocrat Leisure Ltd Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Aristocrat Leisure Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.59% (-0.64%)

Analysis last updated: Thursday, May 2, 2024 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1401	15.82
$α$	0.1811	55.57
$β$	0.7961	196.31
$γ$	0.0399	6.44
$δ$	1.7199	31.82

Estimation Period:
Jul 9, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts