V-Lab: Canfor Corp Asy. Power MEM Volatility Analysis

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V-Lab

Canfor Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:41.50% (+0.04%)

Analysis last updated: Thursday, April 18, 2024 at 12:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0895	18.96
$α$	0.1243	39.12
$β$	0.8638	235.36
$γ$	0.0710	10.11
$δ$	1.6900	39.10

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts