V-Lab: Aurizon Holdings Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Aurizon Holdings Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.70% (-1.13%)

Analysis last updated: Friday, May 3, 2024 at 05:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0522	18.81
$α$	0.1667	44.83
$β$	0.8079	177.71
$γ$	0.0406	5.01
$δ$	1.0037	15.34

Estimation Period:
Nov 22, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts