V-Lab: Ramsay Health Care Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Ramsay Health Care Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:20.74% (+0.12%)

Analysis last updated: Thursday, May 9, 2024 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0635	13.13
$α$	0.0717	25.81
$β$	0.9047	397.67
$γ$	0.0723	7.11
$δ$	2.3792	34.07

Estimation Period:
Sep 24, 1997 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts