V-Lab: AusNet Services Asy. MEM Volatility Analysis

V-Lab

| |

V-Lab

AusNet Services Asy. MEM Volatility Analysis

Volatility Prediction for Monday, February 7th, 2022:16.70% (-0.89%)

Analysis last updated: Tuesday, July 19, 2022 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0132	16.85
$α$	0.1175	27.19
$β$	0.8692	334.06
$γ$	0.0231	2.97

Estimation Period:
Dec 14, 2005 to Feb 4, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts