V-Lab: McMillan Shakespeare Ltd Asy. Power MEM Volatility Analysis

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V-Lab

McMillan Shakespeare Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:31.46% (-0.48%)

Analysis last updated: Thursday, May 9, 2024 at 07:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5469	11.72
$α$	0.1438	27.34
$β$	0.7656	118.43
$γ$	-0.0039	-0.35
$δ$	2.1938	30.47

Estimation Period:
Mar 15, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts