V-Lab: AusNet Services Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

AusNet Services Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, February 7th, 2022:14.86% (-0.98%)

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
$ω$	0.0205	19.60
$α$	0.1482	49.95
$β$	0.8498	284.87
$γ$	0.0488	4.39
$δ$	1.0956	17.83

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts