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

V-Lab

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

Volatility Prediction for Tuesday, April 22nd, 2025:22.65% (-2.41%)

Analysis last updated: Thursday, April 17, 2025 at 07:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0204	31.59
$α$	0.1415	45.50
$β$	0.8450	270.04
$γ$	0.3065	29.07
$δ$	1.2209	29.42

Estimation Period:
Mar 31, 2000 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts