V-Lab: CES Energy Solutions Corp EGARCH Volatility Analysis

V-Lab

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V-Lab

CES Energy Solutions Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:32.64% (+0.24%)

Analysis last updated: Saturday, April 13, 2024 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0349	5.49
$α$	0.0715	19.83
$β$	0.9869	567.48
$γ$	-0.0567	-13.54

Estimation Period:
Mar 2, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts