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

V-Lab

| |

V-Lab

Quantum Health Group Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, February 3rd, 2022:66.27% (-0.30%)

Analysis last updated: Wednesday, July 20, 2022 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4876	3.28
$α$	0.0185	9.81
$β$	0.9712	752.90
$γ$	0.0559	2.13
$δ$	2.4874	21.76

Estimation Period:
Jun 5, 2003 to Nov 19, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts