V-Lab: Birchcliff Energy Ltd Asy. Power MEM Volatility Analysis

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V-Lab

Birchcliff Energy Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:43.39% (-0.85%)

Analysis last updated: Tuesday, April 23, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0909	10.50
$α$	0.0843	32.00
$β$	0.9044	371.89
$γ$	0.1205	12.14
$δ$	2.2645	35.56

Estimation Period:
Feb 27, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts