V-Lab: Wesfarmers Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Wesfarmers Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:25.24% (+5.00%)

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
$ω$	0.0682	28.95
$α$	0.1656	56.23
$β$	0.8069	243.13
$γ$	0.0385	5.92
$δ$	1.6433	39.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts