V-Lab
V-Lab
Australian Stock Exchange All Ordinaries Index MEM Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:12.18% (-0.54%)

Analysis last updated: Monday, May 6, 2024 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Australian Stock Exchange All Ordinaries Index MEM
paramt-stat
ω0.01879.89
α0.162244.02
β0.8164290.03
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts