V-Lab: Aecon Group Inc Asy. Power MEM Volatility Analysis

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V-Lab

Aecon Group Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:33.12% (-0.68%)

Analysis last updated: Thursday, April 18, 2024 at 12:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0860	10.93
$α$	0.0655	20.69
$β$	0.9214	419.75
$γ$	-0.0306	-3.61
$δ$	2.2426	39.68

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts