V-Lab
V-Lab
Calpine Corp Asy. MEM Volatility Analysis
Volatility Prediction for Friday, March 9th, 2018:2.80% (+0.18%)

Analysis last updated: Thursday, March 8, 2018 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calpine Corp AMEM
paramt-stat
ω0.00083.83
α0.088822.65
β0.8694234.59
γ0.083711.85
Estimation Period:
Jan 11, 2008 to Mar 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts