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

V-Lab

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V-Lab

Capital Power Corp Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:18.91% (-0.84%)

Analysis last updated: Tuesday, April 23, 2024 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0918	24.70
$α$	0.1977	28.04
$β$	0.6972	113.94
$γ$	0.1051	7.83

Estimation Period:
Jun 26, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts