V-Lab: Wesfarmers Ltd Asy. MEM Volatility Analysis

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V-Lab

Wesfarmers Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.52% (+5.38%)

Analysis last updated: Saturday, May 11, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0749	30.96
$α$	0.1532	34.43
$β$	0.8021	247.35
$γ$	0.0209	2.91

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts