V-Lab: Nufarm Ltd/Australia Asy. Power MEM Volatility Analysis

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V-Lab

Nufarm Ltd/Australia Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:24.73% (+0.16%)

Analysis last updated: Thursday, May 16, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0260	11.38
$α$	0.0321	13.70
$β$	0.9583	471.12
$γ$	0.1715	7.07
$δ$	2.4744	32.91

Estimation Period:
Apr 30, 1991 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts