V-Lab: S&P/ASX 200 Asy. Power MEM Volatility Analysis

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V-Lab

S&P/ASX 200 Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:14.38% (+2.17%)

Analysis last updated: Friday, November 14, 2025 at 06:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0203	32.35
$α$	0.1390	47.19
$β$	0.8477	284.67
$γ$	0.3109	29.52
$δ$	1.1704	30.22

Estimation Period:
Mar 31, 2000 to Nov 14, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts