V-Lab: Cameco Corp Asy. MEM Volatility Analysis

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V-Lab

Cameco Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:42.88% (-0.78%)

Analysis last updated: Wednesday, April 24, 2024 at 12:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0852	18.86
$α$	0.1361	27.34
$β$	0.8451	285.78
$γ$	0.0174	2.07

Estimation Period:
Jul 17, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts