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 Friday, April 19th, 2024:39.03% (-0.50%)

Analysis last updated: Friday, April 19, 2024 at 02:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0892	10.43
$α$	0.0837	31.91
$β$	0.9050	374.11
$γ$	0.1220	12.26
$δ$	2.2666	35.59

Estimation Period:
Feb 27, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts