V-Lab: Land & Homes Group Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Land & Homes Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, February 22nd, 2024:118.39% (-1.46%)

Analysis last updated: Thursday, February 22, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2272	3.76
$α$	0.0281	9.47
$β$	0.9719	370.11
$γ$	0.0969	2.10
$δ$	1.9751	20.07

Estimation Period:
Oct 5, 2004 to Feb 16, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts