V-Lab: Breville Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Breville Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.41% (-0.62%)

Analysis last updated: Thursday, May 2, 2024 at 04:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1511	10.95
$α$	0.0595	22.28
$β$	0.9153	359.08
$γ$	0.0160	1.42
$δ$	2.3298	32.88

Estimation Period:
Aug 2, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts