V-Lab: Athabasca Oil Corp Asy. Power MEM Volatility Analysis

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V-Lab

Athabasca Oil Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:41.29% (-0.17%)

Analysis last updated: Friday, April 26, 2024 at 01:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2836	8.71
$α$	0.1956	36.74
$β$	0.7864	160.68
$γ$	0.0201	2.56
$δ$	1.7861	17.97

Estimation Period:
Apr 8, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts